Figures that shouldn’t be passed up.

[Halichoeres]

If scale is important to you I think Kaiyodo makes a lot of things that really liven up a display by depicting smaller animals that scale well with figures by Papo/Safari/CollectA. Obviously if you prefer 1:45 and larger their dinosaurs mostly won't be helpful, but pterosaurs, marine reptiles, fishes, etc. by them are must-haves in my book. I also like to only have one or two per species, so I end up with pieces from lots of different companies, but not all of them are must-haves.

[Nimravus]

What I did when I really started collecting dinos around 3 years ago was checking the dinotoy blog, http://dinotoyblog.com/companies/, to see which dino figurines I liked. Another reference that I used for seeing which prehistoric animals I liked most was RobinGoodfellow's collection
(https://www.flickr.com/photos/130140542@N03/sets/72157650140713189/). His collection is one the bests from the forum, and his photos are also really good. You can check Postsaurischian, Bokisaurus, Ceratopsian, Halichoeres, Lanthanotus....or many others' threads (http://dinotoyblog.com/forum/index.php?board=3.0) to see what you like. At the very beginning I tried to stick to one piece per species, but then I found out that I liked another one as well, ...and you end up having many figurines of the most popular species.
From my point of view, and under standard levels, the Carnegie collection is really good, Safari in the last 3-4 years (their ceratopsians are for me extremely good), Collecta late production (3 years ago up to now roughly) and Papo. They all approximately  sell sculptures in 1:40 (except for the smaller species), so you can have a more or less uniform collection. Talking about other scales I would highlight Kaiyodo Dinotales, scales are variable, as they produced roughly the same dimensions for a huge variety of prehistoric animals, but even though the pieces are small, I do really think they are worth.
PNSO are very detailed sculptures, really nice, but too big for me though  . Vitae is a new company that is also producing good dinos, but they have raised their prices because of changing to resin.
I am missing some others such as Rebor, whose dinos I personally like, with the con of being more expensive, or such as Shapeways, which has lots of different species, very well detailed, but they are much more expensive and without being painted, Kazunari Araki's Favorite, Bullyland (nice strange species, difficult to find)...too many
I am sorry I haven't given to you specific dinos, but hopefully this will help you.

[Ceratosaurus]

Thanx for the advice. I actually recently started browsing RobinGoodFellow's collection. Was able to view a lot more figures there although sometimes I had to do some searches to identify a figure. Also found a few I like that were out of my price range or manually painted figures. I'll keep looking. I already have a few figures I'm looking at for future purchases so I should be good for a while.

[Shonisaurus]

For my part (I do not know if they have been named before) I recommend Collecta's megacerops, Collecta's updated spinosaurus (three versions) (first prize along with Doug's sauropelta in the prestigious Prehistoric Times magazine) and the feathered Tyrannosaurus rex from Collecta with base (which will become a rare figure with time due to the revelation of its new version of 2018).

[RobinGoodfellow]

I actually recently started browsing RobinGoodFellow's collection. Was able to view a lot more figures there although sometimes I had to do some searches to identify a figure..

Thank you for browsing my collection. 
If you like to use my pictures as reference, I could suggest to directly view my Flickr page (classified by brands):

https://www.flickr.com/photos/130140542@N03/collections/72157658671922655/

[stegosauria]

I don't know what you managed to find but there's some figure I would think are really good but retired and maybe you will find them interesting. From Papo there is a mammoth with stripped trunk which is one of the best mammoth figures plus the wooly rhinoceros was retired last year. Unfortunately they're not easy to find.

From Carnegie Collection I think the best figures are Miragaia, Amargasaurus, the last Brachiosaurus, Ankylosaurus and Tylosaurus. Of course there are a plenty of good figures from that line like the different feathered dinosaurs (my favorite is the Beipiaosaurus, but the Caudipteryx, Dilong, the fiery coloured Microraptor, the last Velociraptor and the Oviraptor are interesting too- the last has an earlier version with less colourful plumage), Camarasaurus, Saltasaurus, Diplodocus, Maiasaura with nest (two hatchlings in it), Giganotosaurus, Albertosaurus, Ichthyosaurus, Tanystropheus amd wooly mammoth. There're four Tyrannosaurus in the line, the best is the 10th anniversary red T-rex (okay probably the new Wild Safari feathered T-rex or the ones from CollectA are better now).

Sorry but I don't really know the really old models but there's a thread in the forum where pictures about the whole Carnegie Collection was collected with all the colour variants too.

From Safari other major line, the Wild Safari is also now a line which contains many good figures, old and new too. Recently got retired are Nigersaurus, Edmontosaurus, Gastornis and Inostrancevia. Older figures I like best are the Leptoceratops and the Kentrosaurus (these are small) but Arsinoitherium, Andrewsarchus and Scutosaurus are worth a mention, the Smilodon cub is a nice addition to the adult figure. From the oldest figures I just know and like are the rearing Apatosaurus, Parasaurolophus, Hypacrosaurus and Styracosaurus but they are a little hard to find.

Safari produced a good bunch of other figures in the form of smaller lines like Dinosaurs of China (the initial releases was accompanied with skeletons in the same pose as the figures). The figures of this line now probably a little outdated looking but in the 90's were interesting figures because of their obscurity. From this line I just like the stripped Velociraptor but probably newer raptors look better than this one now. The Great Dinosaurs line is full of big figures which aren't as detailed as a usual Safari figure (better than the old Chinasaurs still) so they're cheaper somewhat but don't think there's anything notable figure in it.

But the Field Museum Collection's figures now are still wonderful little figures. This line included a Torosaurus,  an Anatotitan and two T-rexes (these represent Sue), one with closed mouth, one with open mouth.  On the blog there's a review about a Sue keychain too.

I just know two figures in the Dino Discoveries line but maybe there are more figures. These two figures are a little T-rex as it's hatching out of its egg and an Oviraptor sitting besides its nest while its chicks are hatching too. I think both of them are special and unusual a little. And there's a similar figure, Baby Louie which is a little Oviraptor in its egg. These three are avalaible at Urzeitshop.

CollectA has now a gigantic range of prehistoric figures but they retired just a few figures until now. The ones are good  are the Rhomaleosaurus, Deluxe Tyrannosaurus and Bistahieversor.

Bullyland has a little strange style probably not everybody likes them but they made figures of really obscure species. In the 90's they made some prehistoric mammals and most of them were re-released in 2012 so you have a little more chance to find them. The more interesting ones are Eusmilus, Megaloceros, Chalicotherium, Gomphotherium and Anchitherium. There was a small group of invertebrates too: squidlike belemnite, trilobite, medusa and two ammonites. Probably their Apatosaurus, Iguanodon and Ichthyosaurus aren't the best but I like them and the Liliensternus is interesting too. The most sought after of their figures are the Triassic reptiles: Paratypothorax, Procynosuchus, Batrachotomus, Arizonasaurus, Protochirotherium and Mastodonsaurus.

From Schleich it's a little hard to suggest something because Safari and CollectA makes better figures of the species. The more interesting figures are Desmatosuchus and Macrauchenia, but I like the white Quetzalcoatlus, World of History Parasaurolophus, Apatosaurus and Stegosaurus too.

Maybe you can check on the blog Invicta's page among the top companies because the entire line was reviewed there but big chances are is you will find better models of the same species from newer companies. And of course the better models harder to find too. I like the best I think the painted Liopleurodon (the figures originally were unpainted monochrome ones) because it's wasn't painted after the famous BBC Walking with Dinosaurs series like other Liopleurodon figures which are now available.

While in an earlier post I mentioned the Battat figures, the now available figures are the Battat Terra series and the original series was available in the 90's as Boston Museum series or something like that. Of the original 18 figures for almost all was made a new paint scheme (except the Utahraptor and the Gallimimus) but until now just 8 was released so far with 4 new figures. Unfortunately the sculptor of these figure died and the whole forum are just waiting when or whether will be released tthe rest of the repainted figures and some new ones (on the forum there are pictures about these and they are beautiful). So because of this some of the old figures like the Diplodocus are still rare and not cheap. I didn't like most of the figures with the original colour (true never saw one in person) but I really like most of the repaints.

I think I covered most of the major companies. There are of course other companies like UKRD, Kleinwelka, Kaiyodo and other Japanese companies, plus the JP/JW toys but I don't know about these much.

I know it's a 'little' long list but I like many figures and hard to decide which are the outstanding ones.