Proto VS SK.... That's a tough one. I have many tools from both, and love them all.
Though, some talking about the Proto socket "finish" being "better"... well, that's subjective. I feel the Proto sockets are a little too much "bling". They are freaking shiny. More-so than Snap-On, Williams, SK, Craftsman, Armstrong, MAC, Matco or Wright (I have some sockets from every one of these). My absolute favorite sockets are the laser-etched Armstrong. Easiest ones to read. The only sockets I have ever broken were cheap chinesium ones. Never broken any of the brands mentioned here.
SK makes the best non-reversible ratcheting wrenches. Super strong, and less than 2 degree arc. They do not make reversible ratcheting wrenches. VERY reasonably priced for what you are getting (especially when compared to the others talked about here).
Proto makes awesome reversible ratcheting wrenches (make sure you get the no-slip, high polished, spline ones - the rest are chinesium). They are far from cheap, though.
As far as just normal combination wrenches, I honestly think they are all (the good USA brands that is) virtually the same. Yea, there's differences, each has their own "technology" on the box and/or open ends, they all have their pros and cons, but at the end of the day, they are all great - Specifically referring Snap-On, SK, Proto, Wright and MAC. I haven't had many of the other big brands in combo wrenches. Heck even old school V series Craftsman are perfectly fine wrenches, but not quite at the quality level of the aforementioned five brands.