Currently the 950 and 950XL are the most powerful on the market but the HP Elite 3 is being released any day now and this will probably take the crown, there are a couple of other devices from other makers on the way as well.
I have a 950 XL, plenty of processing power and as far as I am aware almost all Windows based phones now can take SD cards so no issues on storage.
If I plug my XL into it's dock using it as a "PC" via Continuum I can even plug in a 1TB external hard drive and don't forget OneDrive.
One advantage of the 950/950XL is they are almost half price of the HP and now they have the recent updates to Windows 10 they are pretty slick devices.