Like anything else, buy once, cry once. I've tried lots of different ones of varying price points and the Caldwell Lead Sled is the best out there. At the range have noticed several ones people have just left sitting on the bench, mainly the cheap ones made of plastic that are more a vise than true rest.
If I'm sighting an optic I'll get the range's Lead Sled and use two ratchet straps to tie it down, rather than the counterweights.
As far as a regular shooting rest, we have sandbags that I prefer to the shot bags, tends to stay in place better and don't need to be readjusted as much.