Really depends on the individual and some other factors. The best filtration is a sump. The increased water volume and the personalization you can do for your specific fish. But it comes with a lot more weight of a second smaller tank under your main tank. So if weight is not an issue it is the best route to go.
With all that said, HOB's and canisters are the simpler route.
Hobs are easy to clean with everything right there. Thier draw back is they are noisy if you don't keep your water level high.
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You see how the HOBs runoff ramp is actually touching the water, this cuts down the splash noise it makes greatly.
Canisters are generally really quiet as the returns tend to be underwater so you don't get the splash noise. But they tend to be the most difficult to clean. Having to disconnect the hoses, open it up, clean it, hook it all back up after cleaning.
Cans and sumps have the greatest risk of a water catastrophe. Where as Hobs has the least risk.
I live in an apt so weight is an issue for me so I use a combo of cans and hobs on my 125's.