Personally, I've mostly used OpenSSH on desktop and servers and Dropbear on embedded/low-memory devices. I've also installed lsh-server out of curiosity once, but that was just to take a look, not for production use.
However, I believe, security- and featurewise, OpenSSH is probably a best option (unless device's really low on resources).
Not that it's nearly as feature full as OpenSSH, nor as architected around security (process separation and all). But it's nice when you need a small sshd.
Yup, Dropbear is great for use on embedded devices. I only heard about Dropbear because once upon a time I needed an SSHd for an old Unix (believe it was Tru64). Unfortunately, no PRNG shipped by default, so I ended up symlinking /dev/zero to /dev/random. Thankfully this was not a production server, but an internal one laying around my house.
On every* UNIX and UNIX-like OS ssh is OpenSSH. OpenSSH is why we don't telnet everywhere anymore.
*- Honestly, I don't know of anything that ships with something that is not OpenSSH.