The white leghorns really do lay an egg almost every day, even in the winter. They're large white, just like the store bought ones on the OUTSIDE (but obviously pasture raised when you crack them open! YUM)
They're not the best for PETS, but they're ok the more you're around them the better they are. They are very light and therefore fly out very easily.
I don't have that problem with my sexlinks.
I have a red sexlink hen who is the queen of the flock. She took more days off during the winter and even stopped laying for a week or so in December. During the summer she matches pace with the Leghorns though, and I thoroughly enjoy having her around as a PET. She lays slightly smaller, rounder eggs than the Leghorns and they have really tough shells, but with the mixed breed I gather (from BYC) that there is a lot of variation.