I have a large collection of hex heys from various manufacturers, and just spent some time figuring out which had the best fit for my bike toolbox/seatpack. I looked at Wera (Germany), Wiha (Germany), Gearwrench (Taiwan), HexPro (folding keys from Taiwan), Bondus (several variants), Park (all of their hex keys, regardless of style, are sourced from Bondus), Pedros, Craftsman (old US-made tools), Allen (also old US-made), and some multitools from Park and CrankBrothers. All of these have chamfered ends, by the way. (I would like to have tried the PBTools keys from Switzerland, but don't have any.)
And no, I don't "collect" these things! But I have different toolsets for my car, home, electrical work, various hobbies, etc., and don't like going to one master cabinet, toolbox, or toolbag for a project.
For separate keys (regular tip or ball-tip), the least play (i.e., the tightest fit) is found with the Bondhus Briteguard or Goldguard line. Those are plated versions (chrome or gold, respectively) of keys made of their Protanium steel. The plating must add just enough to the underlying metal to make for a closer fit than the unplated black-finished Bondhus keys. They just wobble less. There's no problem fitting them into any recess, but they are less likely to damage fasteners or cam-out. They come in short versions, long versions, and long versions with ball-ends. All are made in the US, and they're inexpensive.
For 3/8"-drive ratchet sets, using sockets with inserts, old US-made Craftsman are excellent (I think these used to be made by S-K for Sears, but I got them decades ago before everything became sourced from China and became junk).
For current production 1/4"-drive sockets with hex inserts, the Gearwrench sockets are excellent and inexpensive.
If you want 1/4" insert bits, the Wiha bits are the best I could find. (Several of these and a Prestaratchet make for a good addition to the seat bag.) And if you need flat-tip insert bits, the Wiha and Wera lines have hollow-ground tips that won't damage slotted screw heads.
The worst fits? The multi-tools.
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Thread: Hex Key comparison