Everyone is different. I used to wear New Balance and they were great, but after I hurt my knee, they were too wide and unstable for me so I started wearing Brooks, great shoe if you tend to roll out. They are a little heavy but I got used to it.
I just bought a pair of fancy adidas shoes the other day that are light as a feather, but really supportive and stablising, havent tried in class yet though, don't want to take them out of the box haha.
But Shox don't work at all for me, far too unstablising. But that's just me *g*