Depends on how you intend to use the bitcoin you're transferring from Alby. Do you want keep in a lightning wallet for use with Nostr (zap)? Or do you want it in a non-custodial on-chain wallet?

If you want to use Lightning, your best bet is probably Muun, Breez, or LifPay. Those wallets are primarily lightning, but can also send and receive on-chain. Lifpay also has NWC and provides an LNURL, so it's immediately compatible with Nostr.

Muun and Breez don't provide an LNURL or have NWC, only standard lightning invoices. Zeus is good if you want to run a full lightning node, and also provides an LNURL and is NWC compatible. Finally, if you want something lightning only that provides an LNURL, and is NWC compatible, I recommend Minibits.

You should be able to transfer your funds from Alby into any of the wallets I've mentioned.

If you prefer to stay on-chain, my main recommendation is Nunchuk Wallet. As a secondary option, I suggest Blue Wallet.