Everyone will have differing opinions on this topic. lots of old threads available to look at alos in this forum. Thebest way to find out is to go to your local skid steer dealers and demo some machines. Even if you end up renting a couple models.
Questions you need to askyourself or dealer include:
1. What kind of dealer support will I get?
2. Will you service and maintain in house or have maintenance and repairs done by dealer(dealer support) turnaroun time on repairs etc.
3. How much weight do you need the ability to lift?
4. Wil the machine be a shop machine,(load mulch soil etc.) or will it be on jobsites as wel
5. Attachments What attachments do i need, and how much will they cost.
Numerous other questions could be asked. those are just ones off the top of my head. Ive run various different loaders, and there is no perfect loader. all have their pros and cons.
If i had to pick a top four it would be(Skid loaders)
1. Case
2. bobcat.
3. New holland
4. caterpillar
Top four tractor style loaders(articualting or fixed)
1. john deere
2. ford new holland
3. caterpillar
4. power trac
Thes are all my opinion though, and you may find something entirely different to suit your needs.
If you can wait until fall to buy a loader, you could check out various different models at expo in louisville in october. Many different types of loaders will be available to look at up close and use.