I don't buy online so that kind of limits my choices. But...out of the 3 brands that I have locally available - Coats & Clark; Gutermann; Americana (JoAnns brand) - my preferences would be 1-Gutermann; 2-Americana; 3-C&C.
Gutermann has, in my opinion, the greatest color choice. If you want to blend to your fabric or be very contrasting they have the best variety. I actually like the heavier weight of the Americana brand but there are not many color choices and because of it's weight, makes it difficult to use the #11 Roxanne needles I prefer. C&C is certainly a known quantity and I have no issues with it. It's perfectly fine, just not my 'go to' but I do use it regularly if it's the only choice for the color I want for a particular project.