It isn't about "breed" or "what breed is the better" because in every breed of horse that is out there, there are always bad eggs in the batch.
Actually, I think people don't look at the breed often enough in horses. It's so common to hear "this breed is versatile," about almost every breed and they will show you photos of the horse jumping or running barrels (I just saw this recently when looking at images of Percherons on the web). What they don't tell you is how highly unusual it is to find a horse of this breed that has the temperament to do these disciplines.
Sure, there are some horses in each breed that are different. But just like with dogs, if you want a dog to go running with you every day you wouldn't start looking at Bulldogs. And if you wanted a quiet house dog you wouldn't search through ads for Border Collies.
So first you need to decide what you want to do with your horse, and if you're not sure about that decide what kind of personality you want. Do you want a hyper horse that's always wanting to go, go, go? Then just like dogs, you're going to have to invest lots of time exercising and doing things to keep the horse's energy level in check. Just like with dogs, these horses are usually best for people with some experience. If you want a mellow, laid back horse, look for breeds that are known for that.
A few high-energy breeds (in general of course) are Arabs, Saddlebreds, Thoroughbreds, Morgans. Some breeds that are known for being more mellow and laid back are Quarter Horses, Paints, and other stock horse breeds.