Personally I use all 3 mentioned at different times. Brilliance is the quickest of the lot, and has a cool (for my tastes) feature where u can set both the color depth and the color precision. You can use (for a random example) 64 colors from a palette of 512 colors, which is good for megadrive gfx. PPaint is the only of the 3 that supports other image formats though if Im not mistaken. Dpaint probably has best animation of the 3, and has some other nice differences too (I know its limited, but I like the use of textures in Dpaint5).
For the most part I think its mostly a matter of personal tastes between the 3, but they do all have thier own advantages, so it's probably worth the effort to install all 3.