Just a few months ago I could say that I owned a Yakima, Thule, and Inno (Euro rectangular bar like Thule) rack. The Yakima is now on a friend's car (Honda), the Thule I dismounted (not carrying bikes on the roof of my Honda right now), and the Inno is on my fiancee's Honda.
The racks are similar in function. The differences will be ease of use (especially if it's cold out, you have a more akward bike, if it's dark, and if you are trying to lock things up).
For a fork mount rack (i.e. virtually all road bikes, all standard front axled mtb's), I like the Inno the best. Simple to use, lock physically keeps lever from opening, works with disks, mtb tires, short roofline. locks included.
For tandems, the Thule mount (which works on rectangular and round bars). I strap the lever as a back up so it won't open. inspires confidence that your precious tandem won't go flying off. Also one-person-loadable.
For most Japanese cars, Inno feet. They don't cover all of the Euro automobiles. Inno bars are superior to Thule due to strength and corrosion resistance. If you can, get the Inno bars to replace your Euro rectangular bars.
For Euro cars, Thule will have a lot of the feet (had to get Thule feet for one of my cars). Use Inno bars if possible.
Special situations seem to favor Yakima:
If you are carrying a lot of spare wheels on the roof, Yakima. Round bars make it much easier to angle the forks properly.
If you are doing a two part roof/trunk setup (bar on the trunk lid, bar on the roof, so bikes sit with back wheel on trunk and fork on roof), Yakima. This setup will allow you to mount a second pair of bars on the roof (if you have a big enough sedan) and you'll be able to carry a LOT of bikes and wheels. Round bars allow you to fit such a rack easily on virtually any sedan with a flat trunklid and still have the tray angled severely upwards so the rear wheel sits on in properly.
Yakima's round bars will hum (think of blowing across the top of a beer bottle) unless you have a fairing or something to disrupt the airflow around the bar. some pipe insulation works to cut the noise but isn't as pretty as the Yakima offered pieces.