My doctor recommended both ClearBlue and First Response, and told me not to test with any other brands. First Response stats suggest that they are slightly more sensitive - they claim something like 80% of pregnancies detected 4 days before the period is due, whereas ClearBlue claim just over 50% detection rate at the same time.
My doctor's surgery uses ClearView, which is the professional/trade name for ClearBlue (the domestic name). Obviously they consider it sensitive enough.