Here are my seven bands, ordered by comfort level, most to least comfortable - all bands third-party except for Sport Band.
Leather loop clone - fits perfectly, infinitely adjustable, very lightweight. My favourite band by far.
Hoco Hermes cuff clone - soft leather and lightweight. Somewhat of a pain to take on and off wrist.
Hoco clone of Apple's stainless steel band - a bit stiff, but surprisingly comfortable. Sometimes pulls hair.
Apple Sport Band - somewhat uncomfortable in hot weather, sometimes pulls hair.
Clockwork Synergy NATO band - inside seams are a bit scratchy, causes Watch to sit moderately uncomfortably on wrist, kind of a pain to take on and off.
A rally-style leather band - thick leather doesn't "give" much, fit is slightly off, causes Watch to sit moderately uncomfortably on wrist, kind of a pain to take on and off.
Hoco 3-bead stainless band - fit is slightly off - ranges from too tight to too loose depending on outside temperature, how hydrated I am, etc. Doesn't feel like it moves with me like all the other bands do; it slides around a bit too much.
TL;DR: none of these bands are hugely uncomfortable, but the leather loop clone wins hands-down.
If I had to get rid of all but two bands, I'd probably keep the leather loop and the clone of Apple's stainless band.