Like Suzeeq said, it depends largely on the material
of the needle and what your personal preference is. You'll find advocates of pretty much all of the brands/types of needles here on KH, since everyone has a different preference.
Personally, I have the nickle plated Options set from KnitPicks and I LOVE it!
A lot of it has to do with the cable ... it's very flexible and doesn't tend to kink up (although I've heard that this is the case for many brands now). If I have a chance in the future, I might get the Harmony set as well .... they look so beautiful! But for right now I'm satisfied with my Options .... I prefer the slickness of a metal needle.
Think about what characteristics you are looking for in a needle (eg. metal will "slide" more than wood), and then go from there. You'll be happiest with your decision if you base it on your
knitting needs and preferences.