What are the different types of firewalls? which one is best?

Types of firewalls: 5 types.
1. Packet Filtering — Blocks selected network packets.
2. Circuit Level Relay (gateways) — SOCKS is an example of this type of firewall. This type of proxy is not aware of applications but just cross links your connects to another outside connection. It can log activity, but not as detailed as an application proxy. It only works with TCP connections, and doesn’t provide for user authentication.
3. Application-level gateways (Proxy firewall) — The users connect to the outside using the proxy. The proxy gets the information and returns it to the user. The proxy can record everything that’s done. This type of proxy may require a user login to use it. Rules may be set to allow some functions of an application to be done and other functions denied.
4. Stateful inspection firewalls.
5. Next-gen firewalls.
And I think the best of firewalls is Packet Filtering.