First, let me point out that I am fairly new to pastels so take my advice with a grain of salt
I use Nu Pastels, Rembrandts and Senneliers with a few Unison's thrown in. It's simply easier for me not to experiment all over the place. By buying a pretty decent amount of Senneliers up front, I ended up with a good cross section of pastels and quickly learned the colors I use the most.
Senneliers aren't perfect. Some colors feel gritty and others simply fall apart whenever the paper is unravelled. This happens to a minority but, naturally, I like the colors with the problems!
The colors that don't feel gritty or flake apart are excellent. Lights are smooth and crisp and darks are pretty good - some excellent. There are a couple of colors that simply can't be replaced (dark purple, for example). Fortunately, the grittiness doesn't really affect the use of the pastel - you just keep going. For the colors that can't be unwrapped, I simply don't unwrap them. This isn't the optimum way of using them, (if I want to glaze across an object, for example) but you can work around it.
As a comparison to Unison, they feel "heavy" to me - not in weight
but in density.
I'd say that the brand you use is based on what you are accustomed to working with - whatever feels and looks good to you will please you the most.