I wouldn't say that there's one engine which is better than all others. In the end, it comes down to personal preference. Try the one that caught your attention. If you like it, stick with it, if not, try another one. Trust me, knowing more than one engine/framework is definitely a plus. There are always different concepts and it's always good to learn new things

Also: SDL is not an engine. And there's a difference between a graphics engine and a game engine.