Originally Posted by oldbobcat
When it comes to quick release skewers, you can have cheap, you can have secure, you can have reliable, or you can have light, but only two. For secure and reliable, closed-cam skewers are the only style that can hold a rear wheel securely in a horizontal dropout and keep the lubrication in and the dirt out. Shimano makes the best closed cam skewers that are widely available. They come in various models and lengths. They all work well. The expensive ones are lighter and a little smoother.
By the way, Shimano issued a recall notice on these things. It's dated July 12, 2006. It's safe to assume they've corrected the problem by now and the defective units are off dealers' shelves.