For my collection, I gravitate more towards PSA, because it is generally considered the leader of the grading companies. I will also add BGS and SGC, if necessary, because those are also generally considered reputable in the market.
There is a fourth reputable grader, CGC, mostly popular with comics, but not so much known for sports. I don't think any other grader is worth looking at.
In my opinion, pre-war vintage cards make no sense existing as raw. They should all be graded, to authenticate the real cards from the modern knockoff fakes of them.
For post-war vintage cards, while I would like to see as much of that as possible in graded slabs, I think the market is just not yet ready for that. There is alot of them still in the market as raw, and will continue to exist as raw for a long while.
For modern cards, the overwhelming majority of these cards are raw, and the market prefers them to be raw, especially the junk era market. It actually makes no sense to grade the junk cards, unless there is extreme confidence the card comes back as a 10. Aside from that, those 1/1 cards, rare errors, and hand autos, those should be graded and authenticated.