I use a Nike. I don't use the calories burned feature, but I use the heart rage range when I am interval training or if I am trying to push my heart rate up and keep it up for long periods of time. They make some pretty nice ones, too.
It is kind of fun, but after a while I get a little obsessive about it and start staring at the wrist monitor - I've fallen a few times!
I have also had a Polar and had good luck with that.
Hope this helps.
Melissa