I am partial to Yakima, others partial to Thule. Sportrack is a good cheaper alternative and owned by Thule, just fewer bells and whistles. Malone is another well built cheaper option.
My Yakima is a SkyBox 16. Holds skis, snowboards, etc. Fits perfect on the Outback. Not a huge MPG penalty, maybe 1-2 MPG max, unless you are driving into a strong headwind, but that alone hurts mileage anyway.
My Yakima has survived driving rain, snowstorms, extreme cold and hot summers, being dropped in the garage, etc. It is awesome. My SportRack box before it had a tree limb fall on it in a storm (saved my sunroof!) and it was a $75 repair at Rack Attack to get it back going again. But, before it was repaired, it was driven 300 miles home with aluminum tape sealing it.
IOW, These things are tough! Go for the box, for sure. And again, if $$ is a factor, both SportRack and Malone have good options for good prices.