I too started out with USB Loader GX, but switched to USB Loader CFG. My friend brought me 3 out of region games he downloaded, GX would only play one of them, so I installed CFG and it played 2 of them, the 3rd game was no good, seems like the ISO was only half the size it should have been. So I used CFG ever since, it seems a little easier to use then GX, or atleast back when I installed it. There have been a lot of nice improvements in CFG since I first started using it. And, the name says it all, it is configurable, and supports different types of out of region loading, IOS249, IOS222 and IOS223, alt. dol, etc. Not only is it my favorite, in my opinion it is better than GX, based on using both of them. I have also used uLoader and Coverfloader which offer no compitition to CFG and GX.
edit - I hope this poll doesn't get tampered with like another I voted in.