It depends on your personal needs and preferences. This comparison list can help.
Bobst Library offers (one-shot) classes that cover citation management, data use and management, high performance computing, and general research skills.
*While these tools are not Web based, meaning you need to download a desktop application, they do have a web component (which can be used without being on the desktop download and which can be synced with the desktop).
**NYU Libraries licenses the use of RefWorks and EndNote for NYU students and faculty.
***Can pay for a more robust subscription, but the basic package is free.
****PDFs may be shared in private groups (size of group depends on tool, as does the amount of free storage available for PDFs).