I've used them all....The Mouse Factory, RodentPro, Big Cheese, Mice Direct, Cajun Mice, American Rodent and a few others. They all have pretty good mice. I haven't really noticed a big difference in many of of them. I must say, however, Cajun Mice, Big Cheese, and TMF have great packaging whereas the 'bigger' guys (Mice Direct and Rodent Pro) have the ziploc bag mice.
Currently, I order from American Rodent, Mice Direct, and RodentPro and am happy the quality mice I've received. Mice Direct has certain advantages for me as I can pick-up my order and don't have to pay shipping. American Rodent has free shipping deals and when I ordered 1000 mice it was a nice budget saver...now, however, they've upped their adult prices so it is no longer the saver it was. RodentPro has always been good quality and I've not noticed any bad mice and my snakes seem to being doing fine. I did have one bag of mis-sized mice shipped but they took care of it immediately.
In the end, price is a big factor for me due to the amount of feeding I have to do. For example, take just the adults I go through: On average, I use about 1000 adults a month (more in pre-breeding season, less in egg laying season). Ordering in 1000 lots to get the price breaks, I'm looking at $410 from RodentPro, $430 from Mice Direct and $600 from the Mouse Factory. TMF would cost me $170-190 more a month...and that is taking only adults into consideration. Just yesterday I fed out 150 weaned, 100 fuzzies, and 200 pinks. Financially, I cannot justify the added cost for well packaged mice. PLUS, the smaller companies usually cannot get me the numbers I need which also makes it problematic to get my full orders.
All of this being said, however, I will not sacrifice my snakes health for a cheap price. If the mice were not good quality, I wouldn't feed them to my snakes but I have yet to receive 'bad' mice from any company. The mice from RodentPro and Mice Direct are packaged in ziplocs and not all in a line...but I feed out bags at a time so I thaw the entire bag and it is not a problem. Other then that, I haven't noticed a huge difference. Yes, every once in a while there is a small amount of feces or a shaving particle but I don't feed the shavings to my snakes...just the mice.
Just my 2 cents...