I very much like the Mineralize Skinfinish Natural to set my makeup. It's not really what you'd call a traditional powder but it's so soft and light and gives a really lovely, healthy, natural not too matte finish that's almost velvety. Adds a little bit of colour but not too much at all. It just makes your finished face look flawless in my opinion. It's one of my favourite ever products and look really lovely with my Mineralize Satinfinish foundation. I also have the Mineralize Skinfinish Natural Duo which has both a powder to set the makeup and a shimmer for highlighting. Very useful!
The only other MAC powder I've used is the Pressed Blot Powder in Light, it did what it said, removed shine and set foundation. It was also good for touchups throughout the day because it added no noticeable colour/texture and was very light.
I can't really advise on anything else though as I've not tried the products for myself.