Which window manager should I use?

This is really a matter of personal preference. Religious jihads have been started over less.

Check out the X Window Manager page for quite a selection; our own nyztikhe has his own custom window manager, Blackbox, as well.

Quick rules of thumb:

• If you want tons of features and flash and don't mind sacrificing a lot of disk space and clock cycles, you might like KDE. (KDE also relies on Qt, which is free for non-commercial use.) (UPDATE: Apparently Trolltech decided to release their current Qt libraries as LGPL)
• If you're into flash, and don't know or care about CDE, go with Enlightenment. These days, they say it is really fast.
• If you want a balance of speed and features, go with Window Maker or AfterStep.
• If you want speed and small size, and find that most of the features offered by other window managers simply go unused, try Blackbox. Its feature set is growing while maintaining its small footprint.
• Another window manager gaining steam is icewm, which is supposed to be very configurable. I have no experience with it myself, but it certainly looks nice enough.
• I like fvwm. Venerable fvwm is a classic window manager whose rotten default colour/pixmap scheme has earnt it a bit of a dog's reputation. It is fast, has a small (approx 1.2 meg) memory foot print, is highly configurable, and can look damned fine with the right theme applied to it. Its only downside that I can think of is that it is configured by text file. Excuse the editor's bias!

In any event, you will almost certainly want to visit http://www.themes.org to spice up your desktop from the somewhat drab, neutral and in-offensive defaults that almost all window managers seem to be shipped with.