It depends on the purpose and your personal preference. For baking, I would want to use something that has some milk fat in it like a 2% or a whole (if the recipe doesn't call for cream). If you are trying to reduce fat from your diet, then skim is the way to go.
The best type is milk without any bovine hormones. Always check the lable. If it doesn't say then it probably has them. Kroger's store brand is safe if they're in your area. These hormones are bad partly because the're causing kids to hit puberty a few years early. I doubt they're any good for adults either.
For your health, skim is best, for cooking, 2% or whole pasteurized milk is best. But as far as flavor, 100% whole unseparated milk just from the pasteurizer, chilled and ready for bottleing is AWESOME! No where else will you ever get that real creamy goodness! ;)