Here are the brands I have experience with.
GK: In the US, they are truly the standard in the industry. They have such a wide range of materials and styles that it is hard to generalize the feel of the leos. The main problem with GK is the price tag, but it usually isn't too difficult to find gently used ones of ebay or to check the website during a sale during a holiday. For the best GK deals, wait until right after Christmas. That is usually the time when their old styles will go on a half off clearance. The scrunchies are also very high quality.
Plum: These would tend to reach a younger audience, but now they are becoming more popular with older gymnasts. They are a very good deal. They are generally popular and they don't have as great of a variety as GK, so any given day there will probably be someone in the gym wearing the same leo. This may be a plus for some and a complaint for others. In addition, I have found that most of the gymnasts I have talked to love the feel of plum leos, but I just prefer a stretchier leo. The scrunchies could be stretchier too. Also, it's not something generally talked about, but I have found that the crotch area of plum leos is generally narrower than most other brands, but the gusset is a plus. Plum sizes are smaller than other brands too, so make sure to check the measurements when choosing a size.
Alpha Factor: I have only had experience with one alpha factor leo. It is generally comparable to GK, but this particular leo is larger than a GK but has less stretch, so it ends up fitting the same.
Rebecca's Mom: This is a lesser known brand, but I love it. The leos are very stretchy with beautiful designs, and the trim of the leo is velvet. Many of the leos only come in the thin strapped version, but I prefer the thicker strap. The thicker strapped ones are harder to come across in the size you want, so you've gotta visit the website as soon as a new style is released. Great deal. They would be my favorite if they kept their wide strap adult large leos in stock more often. The scrunchies are larger than you would expect.
Salute Leos: An up and coming brand. The leos feel like a stretchy cotton t-shirt. Not too many designs at the moment, but they are making more and more day by day. It's a plus that EVERY leo design comes in various types, including racerback, thin straps, wide back, open back, etc. When I first found out about them I was disappointed that they didn't offer adult large sized leotards, so I emailed the company to request that they make them in the future. They replied within hours and told me that the fit of their leos is different. An adult medium salute leo fits a gymnast that wears a GK adult large, with room to spare. Be sure to check the size chart and round down. Great deal.
Foxy: The leos are stretchy but generally less comfortable than a Rebecca's Mom leo. They pretty much all come with open backs.The designs are bizarre, for lack of a better term, but bizarre in a good way. Their traditional leos are a reasonable price, but the college ones are a bit too much in my eyes.
Some other brands popular in the US include Snowflake and Destira, but it has been years since I have dealt with those brands, so I don't remember enough to make statements about them.