There’s no one best, different things work for different people. Nest, Ecobee, and the simple zwave thermostats are all popular.
The ecobee is officially supported, so that’s a plus, but many people still like the nest and there is an unofficial integration for that.
I personally use the ecobee light and like it very much. The main difference between the light and the ecobee3 is that you cannot add “accessories” to the light like a humidifier control. The difference between the three and the four, as you noted, is that the four has Alexa built in. But the three works well with Alexa also, you just need a dot or an echo or whatever to use with it.
Here’s a good recent thread on the cheaper devices:
As far as opinions about ecobee versus nest, there are lots of threads in the forum discussing that. Here are a few.