I have used the Lee collet die for a while myself, and it seems to work pretty well. I also have the Hornady neck sizing die, which has a teardrop shape to the expander-seems to be a bit easier on the neck than the old RCBS.
With the Hornady, I barely touch the case mouth with lube and it does very well, but I really like the no-lube quality of the Lee. The only thing you want to be careful of is the mandrel being dead straight. My first Lee collet had a slight bend to the mandrel, and my case necks were coming out crooked. I replaced the mandrel and all is well. No big thing to check-just roll it across a flat glass pane and any irregularities will show itself immediately.