It kind of depends what you will be locking your bike to. Each type of lock has its own advantages and disadvantages. A cable lock while light and flexible can usually be clipped pretty easily. Depending on the chain it can be flexible and heavy and may or may not be easily defeated (depending on whether the weak link is the chain or lock). A full size U lock has advantages and disadvantages compared to the the mini, but weight and size sometimes becomes an issue.

This is not a exhaustive list so some research on your part will be necessary. What will you be locking the bike to? Is theft a big problem in your area? Do you prefer one style lock to another? Is weight an issue? how long will you be leaving your bike unattended? etc...