Well, it kind of depend on what shape/size eyes you have. I started with a Revlon one and was pretty satisfied with it. Right now I'm using Tweezeman because it feels sturdy and have a lot of replacement pads. Shiseido is a super popular one because it have the nook at the ends that gets the corner lashes, but for some reason it always make my eyes water.
If you'd like to see what's the difference between different curlers, I did a comparison of the ones Sephora carries here: http://community.sephora.com/t5/Makeup/Eyelash-Cur
I love Shiseido's as well. I don't have to curl my lashes because they are already curled but I have a friend with the straightest lashes and it does an amazing job on hers. Hope this helps!