We've tried a few, and keep coming back to the Vicks warm mist one. It's affordable and reliable. Some tips, though:
-Clean often (We use a 3-day rule--use it three nights, changing the water each night, and after that we clean it before the next use. It's easy--just soak the heating unit in a pitcher or tall bowl of vinegar to looses the mineral deposits that form quickly. We clean the reservoir by putting in a little bit of bleach, then filling with hot water. It's pretty routine; it just takes a couple minutes to fill these, then I let them sit on the counter and rinse well before using. It's important to descale or it will not work.
-It gets HOT! We don't plug it in until the baby is in his crib for the night. Then we unplug it before taking him out in the morning, and it gets stored in his locked closet during the day.
-Add a pinch of salt! We returned a couple of them before we read the directions (duh!) and realized that most of us have pretty hard water, and without the salt, it will never boil/steam up.
-Most times you don't need the inhalant, but if you decide to use it for particularly stuff nights, we found the one that goes directly into the water is easier to use. Otherwise you have to soak up the leftover "oil" from the little tank. It spills easily, whereas the one that goes into the water just goes right down the drain.
We don't have a whole-house humidifier, so I can't be of help there...sorry!