My preference, from faster/less_packing to slower/more_packing:
doynamite->nrv2x->arjm7
lz4 is out because too less packing, shrinkler for be to slow.
This does not mean that they are not excellent! but they are not for general use.
Oh.. none of the ones I have listed are hunk/exe compressors.
But for that I am waiting for Mr. Spiv