Leaving a dot off or getting it milled is a personal choice. I prefer them for a couple of reasons.
Longer shots are easier. For anyone who says that they'll never need to take a long shot, I hope Murphy is on your side.
They are faster, for me, at getting on target.
They function better as night sights. To me.
As long as you set up your iron sights appropriately then the dot is only a spare/extra/primary/secondary sighting system.
As to what I would recommend? I can't recommend anything. My use is limited to a small slice of a giant red dot pie.
I have had bad luck with Sig Optics. The Zero and ZeroElite. I really like the Holosun 507K and 407k. I like Swamp Fox, but only have a King Slayer and Liberty. I have a couple of Primary Arms pistol dots (not sure which ones). They seem solid. I have a Riton as well. It looks solid but I haven't really had the chance to use it on the range.