I'm also leaning towards buying the gigabyte board for a few main reasons:
1) The Samsung 950 Pro SSD has issues with thermal throttling if it doesn't receive enough airflow, which I expect would be a problem with motherboards where the m.2 slot will be essentially hidden under a videocard heatsink. Both the Gigabyte Z170MX-Gaming 5 and the ASUS Z170M-PLUS have the m.2 slot up near the CPU heatsink area where it could have good airflow.
2) I'm planning to use SLI, so the Z170M-PLUS is a no-go. Other boards that support SLI (ie ASUS GENE, ASRock Extreme4) have their m.2 slots between the video card slots. AFAIK the Z170MX-Gaming 5 is the only board that fits these two criteria.
3) The gigabyte board uses Intel's Alpine Ridge controller for USB 3.1 Type-C ports. Most other boards use the ASMedia ASM1142 chip. Technically, the alpine ridge controller can also support Thunderbolt 3. You won't see any marketing for thunderbolt 3 on the Z170MX-Gaming 5, but Gigabyte's Full-ATX Z170 boards recently received Thunderbolt 3 certification despite being released a while ago. I wouldn't be surprised if the rest of the motherboards with Alpine Ridge controllers are eventually certified too.
The biggest downside that I can see with the Z170MX-Gaming 5 is the Killer NIC, which has a reputation for being unreliable. Hopefully I'll be able to replace the Killer drivers/software with the basic Qualcomm drivers and avoid that.
I wasn't aware gigabyte had lackluster fan control, could you elaborate on what's wrong with it?