I've used several different types over the years and have even tested multiple types and brands on the exact same bike to see which are the stiffest (in feel and brake rotor rub). These are for steel rods only, no titanium skewers for me.
Least stiff- Bolt on style skewers, by far. You simply cannot tighten these enough. I got the most brake rotor rub running these by a long shot.
Most Stiff- Without even comparison, Shimano internal cam skewers are the best made. They aren't fancy and don't come in lots of anodized colors. But they are easy to clamp down tight, don't come loose, are easy to open, and have virtually no rotor rub detected from flex. In my opinion, buying fancy skewers is a complete waste of money.
I use the plain Jane black Deore models.
Post Edit...I picked up a set of the now discontinued FSA Scatto skewers for $10 shipped. They use a nice internal cam and they look pretty sweet. Based on reviews they should be right up there with the Shimano skewers.