I've been rolling with the Fitbit Ultra for almost a year now. Losing it is not a worry for me although my sister has lost 2 of them in the same time period.
It's not quite sensitive enough for sleep tracking. I've started using SleepCycle.App again for that.
I may move to Jawbone Up because it is waterproof and it has a vibrate alarm feature. I'd like to remove all other electronics from my bedroom.
I don't think the Nike Fuelband is a good choice. Too bulky and water resistant, not waterproof.