Simplex/Spidel skewers had been some of the best ones. They bite really good on the dropout faces, and the design of their lever cams gives best progressive lever feel, so you have a good idea on how tight you have them. Campagnolo skewers feel very similar. Avoid skewers that do not have serrations/teeth on their heads.
My lease favorite skewers unfortunately comes with one of the best C&V hubs from Mavic..... They just feel weird when I tighten them....