MH is the best light for veg, but gets hot and is the most expensive.
CFL (Daylight spectrum 6500k) are good for veg too, they don't get as hot as a MH but they still are pretty hot and they're the cheapest. These also work very well for some extra supplemental lighting.
T5 (Daylight spectrum too) is also good for veg, and is the coolest out of the three and the pricing is midway between CFL and MH prices.
From best to worst, it'd be MH, T5, and CFL's.
Also it's not so much the type of bulb/light that's great for veg it's the spectrum.
Veg likes the Blue spectrum mostly and Bloom likes the Red and Orange spectrum mostly.
For a more natural spectrum (Like outdoors) you can use both veg and bloom light spectrums together throughout the whole grow.
There's plenty of options but ultimately the choice is yours, and what your grow setup/funds can support.
Hope this info helps you out
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