Our first cruise was with HAL nearly 20 years ago. Our experience was so positive that we remained exclusively loyal to them for many years & many cruises. We only strayed to take specialty cruises on expedition ships or traditional river cruises.
About a year ago, we started to explore our cruising options beyond HAL. We were seeking an upper-premium product so we decided to try both Azamara & Oceania. We chose 14-nite transAtlantics on each - westbound Barcelona to Miami on Oceania Regatta (Nov/09) and eastbound Miami to Barcelona on Azamara Journey (April/10). This was our first experience with transAtlantics as we usually prefer port-intensive cruises. But our investment (or risk) would be minimal & we'd get an excellent impression with so many days at sea.
I previously reviewed our Oceania cruise at http://www.cruisecritic.com/memberreviews/memberreview.cfm?EntryID=61359 so these comments will focus on our Azamara experience, although direct comparisons are inevitable.