Thanos was the first I set up as VM wasn't open-sourced yet. It wasn't hard to setup and had it running in about a day together with Minio as an S3 backend. To this day it's running without a problem, apart from an alarm every now and then that the Store or Compactor couldn't get something done. But I didn't look too much into it since everything graphing-wise seems to work. Upgrades are also easy and I love the global querier option. I sometimes see people having OOMs on a rather "large" servers on Slack, but Thanos team is suppose to be working on optimizing memory usage and it's getting better and better.
After the last PromCon, I also configured VictoriaMetrics. Installation was as simple as it can be, way simpler than Thanos, but I'm using a single node version. It works really good for the last 3 months. Resource usage is a lot lower than on Thanos.
Both solutions have their own Slack channels with developers and users there, so it is easy to get help and resolve issues.
In the end, I think I'll go with VM in my case, since it has less moving parts, doesn't need S3 backend (we are on-prem and don't have a production S3 storage) and lower resource usage. It can also ingest InfluxDB metrics, which is a massive bonus for me, since NOC team is using a solution that can only send metrics to InfluxDB (snmpcollector).