Ogallala is what they call cowboy style bay rum. It tends to have more of a clove scent than carribean style, say something like Captains Choice. I never tried TOBS bay rum so can't help you there. Either way it has been mentioned in several posts to make sure to shake the bottle well as the ingredients tend to separate and not give a true scent.
I've used Stephens, Gabels, Masters, Boosters, Superior 70 and Clubman VI Bay Rum. IMO especially for the price Clubman makes a really good Bay Rum, followed by Stephens. I like the Clubman scent and it lasts the longest of the Bay Rums I've tried. I'm not sure, but I think it's more of a carribean style, than cowboy. I've never tried TOBS, Ogallala, Dominica or Captains Choice as they are a little pricey for me. Beware though the Virgin Island Bay Rum can burn like napalm on occasion.
Stephans is very mild on the skin. A good way to boost the scent and longevity of any bay rum aftershave is to mix or follow it with TSD Bay rum cologne. I travel with a 2oz bottle mixed with Stephans and 5 squirts of TSD, shaken-not stirred.
Clubman is cowboy style-- it overwhelmingly smells like cloves and not much else. My favorites are Captain's Choice (which has no clove at all) and Krampert's. OP, if you are looking for one that's particularly gentle on the skin, I'd suggest trying Krampert's.