I think I've tried all of them, at one time or another.
For baking and cooking, I use an erythritol-based product called Swerve. It tastes fantastic and doesn't raise my blood sugar.
Natural Sweeteners by Swerve Sweetener
For morning coffee or iced tea I prefer liquid sucralose - which is the main ingredient in Splenda. I don't care for granular Splenda because it contains maltodextrin and dextrose as fillers, which has calories/carbs. With the liquid, there are no additives, and it just takes a squirt to sweeten my drinks.