What’s your opinion on using third-party Option Panels nowedays? It is still worth to implement, or is it better to make use of the built-in theme customiser? Does Envato have any preference?
Also, what would be the best choices for third-party theme Options panel?
Depends on your needs but it’s always easy to get noticed by using "Options Panel"
This is the first place, I believe, most of the users are checking after theme activation
ALWAYS use built-in core functions when possible. There is no need to bloat up your theme with added theme panels when the WP customizer is already available for use.
My suggestion is Redux Framework for theme options panel.
Why? Because when you build a theme options panel with redux, all options will be automatically added as options for the WP Customiser, which is super nice, in my opinion.
This way you get both Customiser and Theme Panel in your theme with ease 