Like Andy said, it really depends. If you've never used an stp before, you'd probably be better off starting with something that has a larger, more rigid receptacle. So the Snee-Kee, Shewee, pStyle, or Whiz Freedom would probably be your best bet. A more flexible stp is the GoGirl. The Travelmate is a rigid stp device with a medicine spoon-like receptacle.
If you prefer something homemade, the plastic disc like from a coffee-lid works pretty well from what I've heard.
If you want something attached to a packer, there are some options as well. The STP packer from Tool Shed Toys (I think it used to be called the STP Fitz) has a couple different kinds using modified medicine spoons and silicone nipple receptacles. There is also the Peecock, a 3-in-1 packer (pack, play, stp) which is hollowed out so it's a funnel. The Stand-to-Urimate combines a medicine spoon or Whiz Freedom with a packer (much like the ones from Tool Shed).
I've only used the Shewee, which I love(d), and the GoGirl, which I hated. I've tried a medicine spoon but it was just too small a receptacle for me. Apologizes if I've left any major stp devices or packers off this post.