Jellyfin if you want free, open source, and don't need special clients (like for LG TVs, Xbox, etc). Emby paid if you need the clients.

Skip Plex entirely. Their users are their product. They've partnered with media companies and push partner services over users media library. They like to claim that Plex Media Server doesn't send any information back to them, and its technically true; its the Plex clients that are sending the data back.