I have a set of Denise, Boye, and Options interchangables and a few Harmony points, and I have to say, I love them all for certain things.
I like the larger sizes of Denise because of their sharp points, but find that anything under size 8 in the Denise seem to be hard to get past the cable to the needle, especially sizes 6 and 5. I've only used the cable links a few times, but didn't have any trouble with yarn catching on them. I did have a problem with the shortest cable breaking at the connection point to the needle because it was so short that the angle the needles had to be to knit with put quite a crimp on it and it just broke there... but I do have to say, that it was after a lot of knitting. The other thing I had trouble with the Denise needles is wear of the connectors where the cable twists into the needles. If you use them a lot, putting them on and off the needles I mean, the little bumps that give them their little "snap" into place will break down and they will just turn and no longer snap into place and eventually just slip off while knitting... but again... that is after a lot of use. For the price, Denise needles are not a bad deal at all.
I started off over 25 years ago with a set of Boyle interchangeables and loved them, but they were the only ones around that I had ever seen. But I found that over the years they would start unscrewing, so I screwed them together harder and harder, which actually ended up pushing the little connector into a "bell" shape, which would hook on the yarn something awful. Hubby is a fixer upper kind of guy, so he took a grinder and rounded the ends off and they were good again, but it's something to be aware of.
I've only owned my Options and Harmony needles and cables for a year or so, or shortly after they first came out, and so far, I'd pick them as my favorite. Sharp tips, thin cables, easy transfers of yarn from cable to tip, lots of sizes, etc. Of course, I haven't used them as much as I have the Boye or Denise because I haven't had them as long.
Like I said, I've got them all and they all are good for different things. My bottom line suggestion would be, if you can afford it, go with the Options, pick up a few Harmonies tips in your favorite sizes because they will work with your Options cables. If you do a lot of big needle knitting with novelty yarns, the Denise are fabulous, work well with different types of fibers, and much more affordable. I don't think the Boye can stand up to the Options, but if you can find them at a cheap price, they wouldn't be bad to have around for a backup.
Just my two cents... hope this helps.