I've used all kinds of shapes/sizes of shaky head. They all produce. Football and flat heads do stand up a bit better, but you need to match them to buoyant bait to get the full effect. One thing I do recommend is mixing up sizes (weights). Like jigs, there are times when the fall rate means ~everything. You'll also want to keep some heavier weights for those deeper applications. (Nothing more agonizing than waiting for a 3/32 oz shaky head to fall 15 or 20 vertically. But then again, if that's how the fish want it . . .) I have not been able to discern any difference between brands. After you've experimented for a while, you'll no doubt develop a fav of your own.
A couple observations from my experience: 1) Use a rig w/ a longer shank hook for longer baits (trick worms, 6" or longer shaky worms). You'll realize a better hook-up ratio. 2) I invested in my first tungsten shaky heads earlier this year. I use tungsten weights for other applications. There is a distinct difference in feel and the noise generated during presentation. My guess is it'll be the same for the shaky head. 3) The screw-lock holders are better than the spike holders. 4) Many (most?) of these lures are made w/ fine wire hooks. You'll need to make the appropriate adjustments to drag, line weight, and line type when you rig. It isn't hard to straighten out some of these hooks.