I am pretty sure Dolphin Adventures is right off the pier as well. The same place where you catch the bus to Mendenhall Glacier. They bus you to Auke Bay and put you on a boat to take you to the whales.
I honestly don't know who is best (I think it is up to the whales to decide on any given day) but they all pretty much will go to the wherever the whales are - that's their job ;-)