Tungsten Carbide (technically not a steel), M390/20CV, CPM-M4* and Elmax are probably my top-end.
I like M390/20CV a lot, though I have to say, I notice the difference more during sharpening than anything else. I mean sure, M390 will last longer when cutting cardboard and 2-3 passes on the strop will make it really sharp again. But then, the sharpening itself takes a lot more time. And any steel works for that.
What I like about M390 is how smooth it feels while sharpening... not sure that has any practical application.
Tungsten Carbide is of course king when it comes to edge holding, haven't sharpened mine yet (I'm slightly scared of that).
Ultimately, the blade grind will have a much higher impact on performance than the steel as long as you do not have absolute bottom-drawer-butter-soft-non-hardened-shiny-garbage.
*M4 is a very old, not very fancy steel. But the CPM version is pretty fancy.