BSE if you prefer a glossy, grippy skin.
PhantomSkinz matte if you prefer a smooth, less noticable skin.
My preference: PhantomSkinz Matte
In my view, glossy skins like BSE and BodyGuardz cheapen the look of the phone. They reflect light making the phone look like it has been nicely wrapped in plastic or rubber. Some people like the rubbery feel of these skins, but I prefer something that will glide in my hand. I've also heard that the glossy skins show fingerprints a lot faster than matte skins.
You can find an example of the PhantomSkinz matte here:
https://forums.macrumors.com/threads/1457638/
I've only heard good things about BSE and I think it's pretty safe to say it's the best of the glossy skins. PhantomSkinz appears to be the most popular of the matte skins. You won't experience orange peel with either brand and it really comes down to personal preference. Good Luck!
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How is the protection on the side?
Each brand offers full body, back and side, or back protection. The side protection covers the broad side of the phone, but not the shiny bevelled edge. This area is simply too small to install a skin and have it stay in place. Unfortunatley this is probably were most of the scratches occur when the phone is dropped (where the broad side of the phone and the bevelled edge meet). However I'm taking a chance in hoping that the side skin will protect against most scratches and dings.
You're accepting some risk unless you buy a full-body protective case.