I've got a fair amount of all of the snowshoes mentioned thus far. My schoolhouse still issues NATO's to the students and instructors have been using Denali's or Lightnings for a number of years. Here's some thoughts about them:
NATO's are awesome for heavyweights and afford much float. If you want to tune them up, cut off the tail after the last weld and bolt on some angle aluminum teeth on the bottom for crampons. The bindings can be a pain, but there are a couple of tricks, one of which is to have a loop of 550 cord on the toe strap that you feed the ankle strap into...locally it's called a mystery loop. It helps some with keeping the bindings tight and happy. I can take pics of some of the mods next week during a class. Another mod some have done is bolt on the bindings from broken denali's. Solid rig.
The Denali family of shoes are a lot of give and take. The older bindings and straps are prone to breakage, newer gen straps are MUCH better. They offer less float than NATO, even with the longer tails attached. They are noisy, but some don't mind. Another positive note, they pack well on a ruck for just in case occasions. Traction is also a high point.
The lightnings are a nice rig. Über traction, quiet, and a fair amount of float. I've used them with two different binding systems with great luck. They also pack well on a ruck.
If you commonly go through lots do deep powder, I'd stick with mod'ed NATOs or Atlas Trailbazer 36". If you can find a pair of wood framed bear paws or trappers, those would be good too.
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