It really depends on the person and what works best for them. Most people first try the one that their optometrist offers.
I wear Focus disposables from Ciba. I've never talked to another person who had a good experience with any Ciba contacts, but they work better for me than the Accuvue ones I tried. Find a good optometrist, and they'll recommend the correct lenses for you. Make sure you get a free trial pair to start with, so you know that you like them before spending the money.
I wear the one-month disposables. I like them better than the two-week contacts because they seem to hold up a little longer. I take care of them, so one pair actually lasts me several months. Once they start to build up protein deposits, I pitch them and open a new pair. If you can afford it, avoid the daily wears (6 months or a year) because they are much thicker (and less confortable) and you have to be religious about cleaning them.
My advice would be to call a ton of different optometrists and get quotes on prices. I chose the one with the cheapest contacts, but the most expensive fitting fee ($85 versus and average of $35 for other doctors' fitting fees). I'd rather pay someone who makes his money off of a service he provides, rather than selling a product that someone else makes. It was worth it; I went through 6 trial lenses before I found the ones that worked best for me.
FYI, a year's supply of 1-month disposables cost me $85 for my right eye (normally $100). It was $155 (normally $190) for my left eye because I had to get toric lenses for that eye (special contacts for astigmatism). I've actually had them for two years because I take care of them and make them last (should get at least another 6 months out of them before I have to re-order).
Hope that helps.