Whatever works best for your horse. Start with the lightest/simplest bit and work from there. Personally I've always liked the rounded french link mouth piece. D-rings and Eggbuts provide a little poll pressure (not much, but more than a full cheek). Full cheeks and D rings offer more support through turns as the put pressure on the outside cheek.
Kimberwicks are frowned upon outside of stock breeds (QH, Apps, Paints) and can pose some steering issues over fences if they aren't jointed.
Pelhams are meant to be used by experienced riders, though that's not usually the case. Usually they are used with horses that may be a little forward or pull through a rider's hand.