The thing about the prizes is:
Followers is the one which is most often oppressively the best; if not, then the discard attack from it is still a major contributor fairly often - this is fairly often even a bigger deal than the cursing, but of course both are really important.
Trusty steed is kind of all around good. It's basically just never a bad card to have and often really really good. People misplay it a fair bit, because they will almost always go cards and actions; that's really good, and probably what most decks are actually after, just not to the extent that it is gone for. Some other combinations are really good too, especially in the right spot.
Princess is actually the thing you want most more often than Steed. There are a number of boards where it is the only +buy, and this basically just wins because you each have good engines. Failing this, of course, it's a very nice payload in basically any engine, and if you have nice engines going by the time you are winning prizes, often the way to go.
Bag of gold is fine, like a deck full of golds is good, but... it is just very usually not a prize you want to get. If you really want to be buffing up your treasures, it's usually better to get Steed first anyway, and you can use it for the silvers option and just have an all-around better card as well as a better treasure buffer. Sometimes you also don't want a lot of extra treasures, because you're trying to make an engine.
Diadem is no great shakes, but you get it more than BoG for three reasons: first, as said above, you may want a little money without lots of treasures (plus an extra non-draw card in the bag itself); second, by the time you get either of them, you very often want duchy more; third, diadem can give you money right now in a number of situations that BoG can't, and this can get you e.g. enough money right now for that critical province (the last one most often, but sometimes it'll be the penultimate).