K.N.
Depends on the baby's age and, of course, the baby...
I was given an over the shoulder, cloth "hamcock" type sling... I did not use it, primarily because I just was overwhelmed and disorganized when my DD was a newborn... I relied on the stroller (or I just didn't leave the house! LOL!) Honestly, I had a bit of paranoia that I wouldn't tie it right and she'd fall to the floor or some such...
Once her neck was stronger, I used a BabyBjorn to carry her around the grocery store or to do chores at home. Loved it. Felt totally comfortable with it. And felt she was protected well (in case i bumped anything,etc.) Of course, I tried to introduce the cloth sling when she was this age, but all the material kept falling in her face and it freaked her out... She wanted to be able to make eye contact with me or, in the Baby Bjorn, look around (when she was facing outward). So, again, never used the sling.
Once she was an older infant, we started using the side hip holder. I got one of those because she weighed too much for my back to handle her in the BabyBjorn. But, when she hit 20-23lbs, my body/knees/shoulder just couldn't take the additional weight any more. (Thank goodness she was more mobile!)