Any sunscreen is better than going without, but some types of sunscreen may protect you better or be more suited to your needs than others.
Finding the right sunscreen is partly finding one with the right consistency for your skin type. Those with oily or acne-prone skin may want to go with a less greasy sunscreen, for example. Also, anyone planning to go into deep water or to sweat may want a water-proof or water-resistant formula.
But more importantly, it is crucial to get a sunscreen with a high SPF factor to help shield you from Ultraviolet (UV) radiation.