Depends on what I'm doing...
... but for shooting, I either like Oakleys or Natives. Both my Oakleys and my Natives can have the lenses swapped out for other colors, depending on light conditions. I use the Natives for skiing; I bought the Oakleys for deployment.
For flying, polarized lenses actually don't work well at all. They make the heating elements in the windscreen stand out in technicolor, for one thing. Try looking at an angle at a gas pump display, while pumping gas, with polarized lenses and you'll see what I mean. So for flying, I used to use non-polarized Ray-Bans, and currently use non-polarized Serenghettis
Note: in all cases, I prefer optical quality lenses. Whether shooting or flying, distortion is undesirable.