I'm a big fan of air-driven sponge and box filters - inexpensive, efficient and effective. Got ~50 tanks of them running!
I'm also a fan of DIY dump filters (basically a sump on the top of the tank) and traditional sumps.
HOBs are OK - simple and relatively easy to clean.
I'm not a fan of canisters - expensive, a PITA to clean and usually cleaned less frequently than they should be.
Matt