The beauty of lossless is that format wars and encoder switches are mostly irrelevant. You can switch formats without losing anything.
I believe APE gives the best compression per time spent (i.e. highest efficiency).
FLAC has more hardware support, although APE has quite a bit too.
WMA scares me, but Microsoft is everywhere so how could you go wrong? It is the only one of the group without free, available source code.
WavPack is another great codec -- it's had a lot of innovation like lossy+lossless and the author (David Bryant) is a top-shelf guy.