The question is kind of asking which brand of car one prefers. It's going to depend on a lot of factors. Price, appeal, comfort, performance, prestige, peer pressure, family tradition, fancy ads, sexy sales girl at the Dealership, etc.
In the end there are not all that many differences between the various pieces of commercial brass. If one is looking for something to fill with powder and send a bullet down the barrel they all work. The rest is a matter of choice.
All that said I've collected R-P, Win, FC, and they all work fine. Winchester seems to be a little more consistent for my needs with good powder capacity and uniformity of weights (in .308). For the really good stuff I keep a supply of Lapua brass on hand.