I've had good luck over the years with my Thule box on Yakima cross-bars. Before buying the van, I bought a Yakima Sky Box for the car. Hated it. Heading down I-84 east of Boise at 75mph, the POS opened up. Fortunately the top didn't come completely off, and because I have this thing about putting everything in a bag, we didn't lose anything. It made the rest of the trip with extra straps to hold it shut, and I eventually returned it to REI (100% satisfaction guaranteed).
Unless you want to strap it down every trip, I'd avoid the Yakima Sky Box. I've seen many other cars on the road with straps over their Sky Boxes, too. I've never seen it on a Thule. Never had any water intrusion issues on my Thule either, and we get 80" of rain a year here.