Moonshell, if only because it is fairly featured (hit the touch screen while playing).
There are several ways to make DPG
DPGtools: what it comes with, works well enough.
BatchDPG: fairly solid converter.
EZBuilder: A bit more complex but damn good.
By hand/with script: probably the best way but I would suggest you know about video (i.e. answer what is a container, what it muxing, what is demuxing, what is a stream, what streams are used in this case and what modes are used all with instant replies) before going down this route. It is also the best way for non windows systems in my opinion.
While I find the others fascinating and great fun to play with they tend to be limited to low framerates and/or turn out massive files which spoils the viewing somewhat and makes them a bit unwieldy so when it comes to gun to temple what do I use it is moonshell still.
They only other thing might be rad video used by activision in a couple of titles but I have still yet to play around with it and it certainly will not be as easy to use.