Tried parallells, but had some odd issues with it, and the support was non-existant. Crashed a few times, menus was harder to navigate and so on. This might have changes now though, it was a while ago.
Anyway, I tried Fusion, and I love it. Never had a single issue with it, easy to find all the settings, and performance is more than acceptable for what I use it for. I also like that VMWare is widely used, so I won't have any troubles moving my VM's to other platforms if I should want to. +1 for VMWare.
I tried VirtualBox, and it was quite nice tbh. The only thing I failed to do was to set up my code editor to trigger the compiler under OS X when I pressed the compile button. Not a major thing for most people, but since I needed VMWare for a developer environment, it was a big issue for me. It worked great in VMWare though, overall it seems to have the best OS X integration.