Which bit is best? The one that provides the most comfort and least distraction to your horse.
Generally you will want to start with a snaffle. A snaffle is a non-leverage bit. These bits will give you the best lateral control. It can have a single-joint, french, mullen, or ported mouthpiece. The cheekpieces come in a variety of styles including loose ring, eggbutt, dee ring, and full cheek. You will want to add a snaffle hobble to your loose ring or eggbutt if you are riding without a noseband. Full cheek snaffles should be ridden with bit loops. These will keep the mouthpiece in the right position. Without them, the weight of the cheek pieces will rotate the mouthpiece forward.
Curb bits are good choices for those who ride with a loose rein on a well trained horse who no longer needs the lateral control of the snaffle. These bits provide vertical control and encourage the horse to flex at his poll. The mildest is the kimberwick. This bit has the shortest shank and is often used by english riders. Western style curbs have shanks that range from short to long shanks. Pelham/Argentine/D&L Reiner bits all have the option of riding with your reins in a snaffle (ring next to mouthpiece), curb (ring at bottom of shank) or double configuration (attach a set of reins to snaffle and curb ring). Many people put their curb strap on the snaffle ring of these bits. THAT IS INCORRECT. The curb strap ALWAYS goes on the same ring as the cheekpieces of your headstall.