holy mother of a thread revival.
@Pandab34R: portforward.com has directions for lots of routers. also use
http://infinite-source.de/az/az-calc.html to configure your settings for upload/download/etc.
Anyway, I'm chipping in for Azureus 2.5.x (not 3.x piece of commercial crap), BitTornado via Torrentflux (web client, so this is best for servers and stuff), and rtorrent.
I almost exclusively use private sites, almost all of which have banned Transmission (and Xtorrent as a result), BitsOnWheels (hasn't been updated in..forever..) and once in a while, Mainline (and Tomato Torrent as a result). I don't feel like being banned for using a banned client...if I can even connect to the tracker at all.
Azureus is not a hog on my machine and runs just fine (if anything, Safari, iTunes and Colloquy hog WAY more resources than Azureus with a few torrents active and open). Once in a while I'll use uTorrent, but it's really not worth it except natively.
BitRocket's okay, but I love my power torrenting, I'm a whore for advanced and overkill settings.
On a sidenote, half the technical advice given in this thread is disgustingly wrong...