Welcome to the forum!
I like Options best for magic loop too. You can get needles with shorter cables in other brands (like a 12" Addi Turbo or 8.5" clover minis), but if you're going to do hats, you'll have to switch over to a longer circ at some point to do the crown on magic loop. You might want to test drive a few Options pieces before deciding to get more. (You can get a needle size not included in the set if you think you might get the set later and don't want duplicate needles.) For magic loop, you probably want a 40" cable -- keep in mind that for a baby hat, that means that you will need to start out with magic loop from the beginning.
A note about the clover minis -- I haven't tried them, but I have to admit that the short sizes have tempted me in the past. Instead of having two needles with a cable in between, it's one continuous piece of plastic -- the problem is, I don't see how they would be comfortable to use, even with small hands. I would advise against them since magic loop is so easy on Options. (Just wanted to let you know what else is out there.)