I've used quite a few. Let's see...
I started out with GX. Not that bad of a loader, but I wouldn't suggest it for anything other than playing games. That homebrew shortcut never really worked for me. Plus that the later beta versions weren't that stable (hence the name "beta", of course).
I switched to CFG because that one supported ISO forwarders. As such, I could start homebrew from within the loader itself. (note: I've since heard rumors that GX supports those as well...can't say for sure). Admitted: it's a hassle to configure things. It has so many choices that I probably spent more time finetuning that program than I did modding my wii.
But the result was pretty nice (to my taste, that is). It's stability is certainly a plus as well as the speed of response if you get stuck (mostly thanx to Dr.Clipper).
Nonetheless, I use wiiflow (2.0) nowadays. It doesn't have that many options, but it's style and smoothness make up for that (frankly: aside from the one-button-to-change-category, I don't miss anything). It's easier to add games to categories. Other than that, it offers roughly the same options as CFG (well: it's possible to totally finetune a theme from within the GUI...but I don't use that feature often).
All in all, I'd say wiiflow and CFG are totally up to par with each other. Wiiflow may take a few extra seconds to load, but once started, all the cover pics are already there. CFG is indeed updated more often, but most changes aren't that important to get.