I've only used the RTL-SDR ones, so I can't offer any first-hand comparison. But for receive-only operations, the RTL-SDR dongles are cheap, readily available, compatible with many or most SDR related software packages, and basically "just work". YMMV, but one of those is probably where I'd suggest starting.

I've heard good things about the HackRF devices as well. The nice thing about those is that they're programmable transmitters as well, not just receivers. But they're a bit pricier as well, which is the downside. If I buy another SDR anytime soon, that will probably be the direction I go.