I prefer always, but most brands do the job. It's just always seem more absorbent/secure.
Personally I like wings. You fold them down over the sides of your underwear after sticking the main part of the towel down, they are designed to keep it in place more securely. The best idea is to peel the strip off the bottom, stick the main part of the towel down, THEN peel the strip off the wings to stick them down.
It's quite subjective really. You want to try different ones to see which works best for you (with/without wings, normal sized/long, light/medium/heavy absorbency, ultra/maxi (maxi are just thicker versions of ultra, but I find they're exactly the same absorbency!).)
The absorbency is shown by how many drops are filled in on the front of the pack. And you can also get night time ones which are more absorbent and longer.
xxx