Guillermo Ochoa has never let one past him, he's not my first choice for keeper as Fiorentina, that place still belongs to Frey, but nonetheless he's saved 5 for 5.
I would suggest not Kaspar Schmeichel. I had him for three seasons on my Notts County save, and he never saved a penalty! He had more than enough opportunities to do so.
The ******* knocked me out of champions league on PKs. Saved like 4! After the game I checked his stats and saw he wasn't like most goalies in the game, his penalty saving was above average.
Alphonse Areola at age 24-25. He's with Arsenal in my save and I haven't scored on them in close to 14 matches. I've lost FA cup and Leauge cup finals in the shootout. He saved the first 3 straight each time in the shootouts.
Lloris is another SOB in the shoot outs. I think it's the reflex skill and anticipation skill that makes the difference personally