Chase is the best in my opinion by far. Even when Amex had theirs up they took away the ability to effectively track your points. I've never had UR not give me points, I even ended up with around 4,000 extra when I bought something on Nordstroms online and ended up returning it in store and they never took back the points.
+1. Chase's UR is the best by quite a large margin.
They have a huge list of retailers, have decent-sized bonuses and your points always post automatically. The one time that it didn't, I called them up and they took care of it immediately over the phone. They also gave me 5,000 bonus points for the trouble.
+1 for Chase UR. The shopping process is very straightforward and the one time I had points that didn't post correctly it was fixed within an hour after I sent a secure message. I've found that Citi's program often has the same points bonus for retailers (3x for Fairmont, 4x for Hotels.com, etc.) as Chase UR, but UR points are worth more to me because of CSP.