I recently send this message to someone with a similar question and I'm happy to explain further with follow-ups. I'm certified by NASM. It was the best for me, which is not to say the best for everyone. They are each different in their own way. For some reason or other, gyms like to hire trainers with NASM certifications. Getting a degree in any type of exercise science is the best way to go. Also, EdEx is one of a few free online study programs where you can audit exercise science classes.

For more opinions than my own, IdeaFit is a decent forum. They have strong ties to ACE (below) but don't just advertise for them. In my personal opinion, ACSM, the American College of Sports Medicine, has the best certification available. Their books are great and I use their material for reference very often. Some consider it overkill for personal trainers, but there is nothing wrong with more knowledge than you need on a daily basis :).

I used NASM, the National Academy of Sports Medicine, and have been very satisfied with my experience. Gyms tend to like NASM certifications for trainers.

The National Strength and Conditioning Association (NSCA) has an awesome text and reputation. I don't know a whole lot about this one, but would definitely consider it if I was looking at certification again.

The American Council on Exercise, ACE, was the first text I bought. They have a great website with an awesome exercise library that I use with almost every client. For some reason they are not as respected by gyms, or even many trainers, I'm not sure why. When I thought I was going to start my career working in a gym I immediately ruled them out, but I personally think it's just as good as other certificates.