biased standpoint:
CFG: the arrogant ones use these. This is the superior, text based loader. Don't let them confuse u when they say "no that was the old version, have you tried the new versions"
Wiiflow: the simple ones use these. It's got a decent gui as long as you change that damned ugly ass swirly background
GX: well, i guess the rest of the people use this. It has a nice, wii-like gui, its as stable as cfg and wiiflow, and has the same features.
nonbiased
they all have their pros and cons. 1, decide which look you like best. 2, decide if you want updates. CFG probably wont be updated much, Wiiflow is constantly being worked on by FIX94, fledge, overjoy, and a couple other people contributing. GX has a nice banner animation feature (think system menu) however wont be updated much for, at least by dimok (for now)