Cyanogen is the one I use, or a rooted / modified HTC Sense rom. That's because my model phone doesn't have many good roms being almost 2 years old and most developers working on the faster phones (Nexus/Desire etc)
If you use ROM Manager it'll give you the option to install the market.
If you don't use ROM Manager you can get the Market on all you need to do is find it's APK, put it on your phone and use a file browser app to install it, some roms come with a file browser.