We are hard wired to remember bad things and take good things for granted. It's a survival instinct that helps prevent you from putting yourself in potentially dangerous situations, even when you'll often be fine. Some risks aren't worth taking.
This can mess with us when playing poker. No part of me believes bad beats are more common on one site over another assuming we are talking about the popular sites.
You don't say where you are located, and that is required information when choosing a site to play on.
Broadly speaking (and assuming you aren't in the USA) I like either
888 or GG Poker right now. I think they have the best rewards systems in place for high volume players. But if you like SNG then
pokerstars is the place to be.
In the USA I believe America's Card Room and
ignition are both popular but I have no real experience on either. However, I have recently started to play the Cardschat
freerolls on ACR. So far, so good.