I'm a big fan of
Elfa, from the Container Store. I've used it in 5 houses, now.
What I really like it that you install a track at the top of the closet, close to the ceiling. That's the only part screwed into the wall. Then you hang these hanging standards from the track, and use those to connect the shelves, drawers, etc.
It's expensive, but the great thing is, if you later decide you need a different configuration (more long hanging, more double/short hanging, more shelves, etc) it's easy to redo, and you don't need to make any more holes in the wall.
Container store usually puts it on sale twice a year, January and sometime in the summer. They also have designers who can help you design your dream closet. (I think they can also arrange installation, but I've always done it myself, it's pretty easy.)
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This is what I like about it too.
