There are the ones that connect with a tube to the canister and then those that screw on top. The tube ones probably take bigger pots (at least mine does) and are more stable, even with oddly shaped gas canisters that i end up using sometimes (slim shape). They are a tiny bit heavier and bulkier but the main disadvantage for me is that they worry me a bit because they have their flame relatively quite to the ground (say, cooking in the grass), and i don't want to start a wildfire.
I usually bring my optimus crux, very foldable screw-on-top one. My tube one is a cheap random one and the quality is just fine too.
Of course there are also the old ones that use the piercing system. Once connected they have to stay on top until the gas is empty. Those canisters are probably the most widely available but i am not a fan of the system.