While people will have reasons for their preference to a particular server, you need to ask yourself, why are you looking for one? If you need a container just to learn EJBs, Sun's reference implementation that comes with the J2EE tutorial should be enough. You may also pick other light weight servers such as Geronimo at
http://geronimo.apache.org/ or JBoss (not so light but still light enough, becuase you can start it with "minimal" option). Also if you have jdeveloper, I think it comes with OC4J (Oracle's container). You may also want to think about the hardware specs you have available. Home PCs typically work better with a lighter container.
If you are trying to choose a server for a commercial implementation, you need to consider many factors: enterprise direction, cost, other tools (for compatibility purposes), skills available in house and many more.
Let us know if you have more questions
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