The lighter and more porous the better. My favorites are Pukani and Marco. Pukani is my absolute favorite. Interesting shapes, lightest rock compared to others so you aren't paying for the weight.
Real Reef looks cool, but its too dense and heavy so it ends up costing you a small fortune. It also won't harbor as much bacteria.
Personally, I would start with dry rock and cycle it yourself. You risk adding unwanted algaes, pests, etc.