I went with the Planet Bike Cascadia because I had been happy with other PB fenders in the past. I've since bought a pair of SKS and I like them a lot too. The Cascadias don't feel as solid as the SKS, but they are significantly longer, particularly on the rear wheel. My SKS fenders don't shake as much as the Cascadias, but I think that's probably a function of the extra mounting hardware I rigged up to use with them.

Installing the fenders is definitely something you can do yourself, but chances are if you buy them at the same time as the bike your LBS will do it for free. OTOH, you can get Cascadias (and probably SKS) cheaper online than at the LBS.