We've used a huge variety of things and my best advice to you would be to try a few different types (get them second hand so you aren't wasting a lot of money on something that might not work for you). Also, as your baby grows and changes, something that might have worked perfectly a few weeks ago might be leaking all over the place. I've had to change my entire stash a few different times because he had a growth spurt and suddenly nothing worked anymore.
My son was very skinny so we had a really hard time find things that were the correct shape to prevent gaping at the legs (which causes major leaking). Now that he's plumped up some, pretty much anything works for us. We have prefolds, pockets, all-in-ones and all-in-twos and I use all of them.
I have a few of the ebay cheapies and they do work well for us now...although it wasn't until about a month ago that we could get them to fit correctly and not leak. We also had to buy additional inserts because the one they come with isn't enough.
I especially love that we use cloth nappies now that I'm back in the states where it is hot, hot, hot. My son hasn't worn clothes (except when we go somewhere) for about 2 weeks so he gets to make a fashion statement running around in his pretty nappies.