There’s an FAQ specific to the Hue integration. Short answer: direct pairing can mess up your Zigbee network, so both companies recommend using the Hue hub.
FAQ: Do I need the Hue Bridge/Hub to Use a Hue Bulb with SmartThings?
In addition, there are some devices that cannot be directly linked To a smartthings hub, because the smartthing/Aeotec hubs have a more limited Zigbee stack. Also, if you use the hue hub, you can take advantage of Hue scenes, which have features that smartthings scenes do not like blink. Oh, and using the hue hub gives you the very popular power restore behavior for individual lights.
Here’s a community created edge driver that can get to those extra features. 
So, using the hue hub gives you more features and fewer headaches.
Other Bridges
For other companies’ products, the first rule of home automation applies: “the model number matters.”
For example, switchbot products can only be integrated with smartthings if you also have the Switchbot mini hub.
On the other hand, for Zooz Z wave products you’ll be much better off pairing them directly to the smartthings hub rather than first to their own zbox hub. Smartthings just doesn’t handle secondary z wave controllers very well. 
And with matter coming, it’s likely that you will get a more reliable, easier to add Integration for Brands like Tuya and Ikea if their hubs also act as “matter bridges.” if they do, once both smartthings, and the other company have fully implemented their matter support, you will be able to just add the other company’s hub to your smartthings app, and it will bring many devices with it. No custom code required. Plus you’ll be able to get firmware updates as they are released. 
That’s going to save a lot of headaches, but it’s part of the future and we aren’t there yet.
On the other hand, if the other company’s hub is not a “matter bridge,” you may be better off pairing a Zigbee device directly to your smartthings hub. So you’re just going to have to research each model to figure out the best method for it.
Were there any other devices you were specifically interested in?