Personally I use Stevenblack's default one, in combination with a personal one that i've curated since 2019. Previously I used to use MVPS, however that list's included in the SB default.
Stuff that tends to slip through the cracks with a lot of the common lists includes things like admiral 🤬, user session recorders, and app monitoring platforms like sentryio (useful for development, but I didn't consent my activity being recorded). There's also Bauer Media Group garbage that I've resorted to creating firewall packet inspection rules for, because they're using a subdomain technique that's even worse than Admiral's autogenerated domains - at least with those you can use DNS analysis tools like dnsdumpster to uncover the rest of autogenerated domains in that batch