The classic "Norman Rockwell" style:
While appealing to look at it's pretty terrible to use, and probably should have stopped being made when plastic was invented.
The Toboggan:
This is mostly just good for a scared small child that wants his/her mom riding on the sled behind him/her.
The super cheap "roll up" sled:
These's don't work very well, but they are light and easy to carry, and you can bring them to school.
The saucer:
The trouble with this kind is that you spin around and often can't see where you're going.
The inflatable saucer:
This has the same flaw as the regular saucer. But it's a lot more comfortable, good for jumps, and you can also use it in the pond in the summer time.
The simple standard red plastic sled:
The clear winner. It goes fast and straight, and it's easy to control by using your hands for steering and brakes. Also when you're a ballsy pre-teen you can try standing on it like a surfboard (don't worry Mom, I never actually pulled that off).
Side note: The last time there was a huge storm I wrote
this "choose your own adventure" blog.