Hi Giannina,
I've tried several over the course of the past year.
Constant Contact, Vertical Response, and most recently Aweber.
It really depends on what you're looking for.
Vertical Response was nice because it integrated with my Salesforce.com account. It had 'ok' formatting & design capabilities and list management, but it wasn't great for tracking where my leads came from.
Constant Contact had very nice design templates you could choose from and I felt it had the best tracking tools. It was the only one I found that really brought good visibility to who was clicking what. But again fell short when it came to capturing leads and tracking leads.
For me, my goal is building my list -- and for that Aweber has been the best tool for me. It's tracking of clickthoughs aren't as good as Constant Contact. BUT - it provides some very cool code for hover ads, web forms & integration into your site. This allows you to really tweak out your offers to see which ones pull the most leads. It also has a nice RSS feed tool which pulls content from my site....so each week i just modify the email a little bit before sending it out.
Kind of rambly -- but i hope that helps.