I use KMC sleeves. They are smooth, easy to shuffle with and have good longevity to protect the cards I'm playing with. I usually keep a back up of KMC sleeves with me in case a sleeve or 2 split during tournament, but it's never happened. I still keep it around for peace of mind lol.
I've tried the pokemon sleeves from the trainer boxes, pokemon sleeves from pokemon centres in Japan, ultra pro sleeves and dragon shields.
Yeah as Shfinx mentioned above ^ pokemon sleeves aren't exactly the best around. If you've got the ETB and got no other sleeves, they'll do the job, but be warned they won't protect the cards as long as other brands out there. So I use them to send cards off.
The pokemon sleeves from Japan, however, are a bit better in comparison. They are much smoother, easier to shuffle, look better in design and plus they have much more in variety to choose from. I usually use them to play against friends, so I can reserve my KMC sleeves for tournaments.
Ultra pro sleeves are decent, plus they are a great way to start off in protecting your cards. Pretty much average all round. If I didn't have KMC available to me, I'd go back to ultra pro and use them in tournaments.
Dragon shields I found didn't last as long as KMC, but lasted longer than ultra pros. Smoother than KMC, bit too much for my liking.
End of the day, it's up to users in the card game which sleeves they'd want, whether it be for playing or collection. My advice is to research; KMC, ultra pro and dragon shield - they are usually the big ones out there. If you can, ask some people around to see if you can get a feel of the sleeves and then make your choice of purchase.