I think any aftermarket shock will be an improvement over the stocker. I'm quite happy with my Wilburs shock right now, but wouldn't hesitate to install an Ohlins or Penske shock on my bikes. I think unless your going to be road racing, doing serious track days, or other such things that will really be taxing your suspension you'll be fine with any of them. So in short, get what gives you a warm fuzzy feeling at the end of the day.
From what I understand, all three of them are built to order shocks (or can be) if that's a concern of yours.
Right now I'm looking at new suspension for my CBR954 and I'm looking at Ohlins front springs and a Penske rear shock. I would like Ohlins all around, but the shock is $300 more, and I dont know if I can justify if for the sake of saying I have a full Ohlins suspension system