I've never tried the waxless. But as far as best brands go, the wax seems to be the same in every brand of wax ring I've tried. They make wax rings with a horn and wax rings without. Everyone has their own preference. There's no big difference in any of it. The main thing is to not get any wax on you, cuz it's a royal pain to clean it off.
Here's a link to a broader discussion of wax vs waxless rings.