I think stepmania is the best simulator but it kinda is hard to get used to when you start, you know with the arrows going so slow and stuff, cause I started with FFR and the arrows were way different but now i'm way into it.
It should be pointed out that:
a) SM is the best and also well suported
b) SMO is not a offical release (however SM 4.0 will have online play acording to their plan)
You also wanna note that DWI is the popular alternative to Stepmania for DDR players who don't care about playing ITG-style stepcharts and whose computers cannot run Stepmania very well. It also used to be the most popular simulator; then Simwolf stopped updating.