Totally depends on what you want them for, as they have wildly different properties. Copics blend beautifully and are great for coloring, but are not for writing/journalling. Zigs have hard tips so are better for drawing and writing. I love Sakura pens (Glaze, Souffle, and all the various Gelly Rolls) for writing, a little drawing and coloring in accents.
I recently purchased Tombo Brush Pens at M's - a set of six. I picked the called "Grunge" which is funny because as it ends up I'm wanting to so some grungy work. They were on sale. They had two or three different sets, one was primary colors.
I have a scrappy friend that is pretty much a doodling pro and she uses black Sharpies (usually Ultra Fine Point Sharpies) and for white she uses Fine Point Water-based Sharpie Poster-Paint markers. The poster-paint markers are harder to find because it's the water-based ones and not oil-based like you'll see at M's or HL. I think she usually finds hers at art stores.
The regular Sharpies also work great for journalling--especially on stickers, but the poster-paint is a little too big for small writing. I also like the Zig Millennium pens for my journalling.
I have many different markers. I love Bic and Sharpie ultra-fine point, but a few months ago, someone here at scrapbook.com said she had evidence of Sharpies fading some. I also love Prismacolor markers and Zig (though I just purchased thier 48-pack, and some are dry). I used to use pens a lot, but you have to give them plenty of time to dry so that they don't smear. And many times, my pens skipped and globbed, no matter which brand I had or where I got them. So I have pretty much given up on pens.
I mostly use my Zig markers for journalling and my Copics for coloring and blending images. I have also just purchased a few of Tim Holtz's distress markers to go with his inks. I think they work pretty much the same as the Zig's, just different colors. I've had alot of trouble with gel pens drying up, though I still use them on occasion.
I have a few zig markers, bic markers and just got some TH distress markers.
Zig and the TH are my fav. They have different tips, but the ink seems to be the same quality (what I can tell from writing) I have not tried out all the other ways to use the distress markers yet. I have fallen in love with all the TH distress line, so the markers work color-wise for me and I will continue to buy that line before more zig markers.