HDInsight is an implementation of the Apache Hadoop technology stack on the Microsoft Azure cloud platform: It is based on the Hortonworks Hadoop distribution. Microsoft Azure HDInsight includes implementations of Apache Spark, HBase, Storm, Pig, Hive, Sqoop, Oozie, Ambari, etc. It also integrates with with business intelligence (BI) tools such as Power BI, Excel, SQL Server Analysis Services, and SQL Server Reporting Services.
Azure HD Insight is the one only used and it works well and serves its purpose. Azure Blob Storage could be an alternative, but if you really want to work on a large-scale workload, then HD analytics is best with Azure Data Lakes. PowerBI could be useful for small scale data …
At this time I have not used any other similar products... I am open to it but Azure HDInsight and its components really work well for our organization.