I've had guitars with actives in them (EMGs). Well, actually, I still have a guitar with actives in it (ESP Viper 400). I've also had other guitars with EMGs in them and they sound fine for a while. But then after a time, I find myself finding this quality about them that I don't like. I perceive it almost as if all the water is coming out of a firehose as opposed to water coming over a waterfall.
The tone feels somehow "constrained".
I've also found that getting gain in the amounts desired seems entirely possible with passive pickups. I have to agree with guitarcomet that the tone and musicality of passives just seems more natural, more fluid.
Here's my current lineup of pickups:
Guitarforce "Erupter" 9.2k resistance
Guitarattack "Attackbucker" 7.2k resistance
Gibson Tony Iommi Signature Humbucker ??? resistance
Mighty Mite "Motherbucker" 22k resistance!
Duncan SH-5 Custom ??? resistance
With the exception of the Duncan, and other previous "brand-name" pickups I've owned (DiMarzio) I've made recent efforts to venture out into where I could find boutique pickups for reasonable prices.
* I got the Attackbucker directly from guitarattack.com. I went in with a friend and ordered 4 of them so I only paid about $85.00 per pickup. I don't know how a 7.2k resistance pickup is as loud as this one is, but it's fantastic. I have a spare I don't know why I'm holding onto, but at the same time, can't justify giving up.
* Guitarforce Erupter - I'm still sourcing and assembling the guitar to put this one into so I can't report on it. $75.00 on Ebay (special)
* Iommi Bucker - Found this on eBay for $55.00. With a treble booster into a good tube amp, it sounds like an anvil being struck by a piledriver. Great sounding "chirp" on the pick attack of the note. (I love that sound!)
* Motherbucker. $45.00 on eBay for both the Neck and the Bridge. This is actually an incredible sounding pair. Loud, and ballsy without actually being nothing but mud. This is a really really great pickup for the price. Possibly my favorite pickup because it is so musical
* Duncan Custom. Sounds like a Seymour Duncan. Sounds like the Screaming Demon in the Lynch Kamikaze I used to own. Sounds like the Duncan Distortion in an old Kramer I used to own. Of course, they all sound a little different, but I feel like there's a "honk" common to all Duncans. (...I also feel there's a "sizzle" common to just about all DiMarzios...) I found that I like the Custom better than the Distortion or Screaming Demon I owned. More ballsy, actually.
And come to think of it, I've even considered giving those (cheap?) guitarfetish.com pickups a try. The Retrotrons, VEH's, and Loudmouth/Bigmouth look interesting. I also find myself interested in trying out the Guitarforce Spitfire and Superstar. WCRs and Motor City look great too, but I find it REALLY hard to justify $300 for a pair of pickups.