The big difference is in how the program installs and runs.
StyleXP changes the "uxtheme.dll" file, which is responsible for running the default "XP" theme (A.K.A. "Luna"). This changes the file to a "modified" version and Windows will need you to reinstall the correct file if you uninstall StyleXP for stability.
WindowBlinds does not overwrite system files and uses it's own files to skin the interface.
I agree with the above statements that WindowBlinds is the better choice for a skinning program designed to modify the explorer shell.
As for the 'best' skin, it is really a matter of choice and what works best in the programs you run.
A few skins that seem to be compatible with all programs:
StealthOS
Graf
DogmaX (3 and 4)
5imple alpha
Mako (which you have)
Aerial
Thallos
The new premium suite "Logika" is quite good as well.
As they say though: "There is no accounting for taste". So it is really up to you.