As for personal experience, I can't help you. I've only used the micronized progesterone as part of hrt. I have used contraceptive pills and Mirena iud in the past, and that helped my choice to opt for something more natural for for hrt.
The majority of posts on the forum would lead you to believe Utrogestan is the best, but there has been another thread on here about utro vs other synthetic forms. There are ladies that don't get along well with the utrogestan at all and do better on a synthetic option. I worried very much about this before reading the other thread, as I thought if I didn't get on with the utro, there was no better option and I would be miserable forever. So far, it hasn't been an issue, but it helps to know that some people have more or worse side effects from Utro than from synthetics so if one doesn't work out, don't assume another also won't work.