I've tried A LOT of different embroidery hoops, from plastic to bamboo to metal to beechwood, and many sizes and shapes in between. I have to admit, some hoops are better than others. Through all this trial and error, I found one hoop that is far superior than others: the beechwood hoop.
The beechwood hoops I've found are thicker, have a sturdy brass screw top, and hold tension easily between the outer and inner rings.
Along with the playful oval shapes, that you can't find at most craft stores, these hoops are high quality. So much so, that all my embroidery kits also include a beechwood hoop.