They have different pros and cons that makes me personally choose and recommend the Sonoff ZBDongle-E (or Sonoff ZBDongle-P) for Zigbee:
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Sonoff ZBDongle-E comes with unlocked bootloader, has a metal enclosure that works as EMF shielding, which the others do not. Sonoff ZBDongle-E also ship with a unique USB product description written to the USB to Serial bridge/converter chip so it can be automatically detected via USB Discovery.
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SkyConnect purchase sponsor the Home Assistant developers. There is also an official addon for upgrading firmware inside Home Assistant. But it does not have an external antenna, and the board has no EMF shielding. It does however feature unique USB product description written to the USB to Serial bridge/converter chip so it can be automatically detected via USB Discovery.
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SMLIGHT SLZB-07 comes with a locked bootloader which is means that you can only flash it with their firmware unless you first unlock it, fortunate they allow users to unlock the bootloader if and when their web flasher is working (which it currently is not) but they they remove that then users who have not already unlocked it are screwed. The board also has no EMF shielding. In addition, SMLIGHT SLZB-07 does not ship with a unique USB product description written to the USB to Serial bridge/converter chip so it can be automatically detected via USB Discovery.
SMLIGHT could relativly easily fix these issues by not shipping a locked bootloader (just like everyone else), add some EFM shielding to board (i.e, a grounded metal cover), and feature unique USB product description written to the USB to Serial bridge/converter chip so it can be automatically detected via USB Discovery.