Hmm it depends on what you plan to use it on. Mastering I would say I like the compressor built into Wavelab. Of course the Soundforge compressor isn't bad it can start to pump though if you know what I mean. So soft knee settings are your best bet. If your just compressing a track in your sequencer. Vocals I always use a outboard compressor just my personal thing they give a warm sound in my opinion.
So I would suggest getting wavelab the compressor is pretty discreet and sounds pretty warm. I myself use Logic Audios built in compressor for audio tracks and software intruments. I use wavelab to compress the final product and I use a TL audio 5021 to compress vocals.