I get a lot of my yarn from KnitPicks. Here are my thoughts on the ones I've used.
Wool of the Andes is the one I've used most. As others have said, it's kind of rough and scratchy. I don't mind it much because I wear an extra layer under all my sweaters I make out of it. It doesn't pill as badly as softer wools I've used so that is a plus.
Merino Style I used once for a vest. It is not amazingly soft but is also not scratchy like WOTA. I haven't noticed much pilling yet.
Shadow is nice & soft, blocks nicely and also takes dye really well if you buy a lighter color & decide you don't like it (like I did with Oregon Coast).
Swish Superwash is the softest wool I've gotten from them. It pills like crazy (can you tell I'm obsessed with the pill factor) and despite being superwash I wouldn't recommend machine-washing because it WILL shrink a good amount.
Andean Silk is a dream. It is amazingly soft, but I used it to make a pair of mittens and they fell apart about 2 weeks later...so I wouldn't recommend using it for items that will get a lot of wear because it's not quite as durable as some of the others.
Essential and Memories are nice durable reasonably-priced sock yarns. I have a few pairs of socks made from them that still probably have a few years worth of wear. No complaints.
Wool of the Andes Bare is good for experimenting with dyes, it's cheap enough so you can buy a couple of skeins & divide them up to try out different colors. I would recommend pre-soaking in water with a little lemon/lime juice or vinegar because it tends to pick up the color much more easily that way.
I think that's all the ones that I have used. If I think of any more I'll add.