There are a variety of sources available to you. There is not a definitive best type - it will depend upon the purpose of your search and what information you need. For example, if you are looking at current events, you probably won't want to start with books, as they take much longer to publish than articles or Internet sites, and therefore would likely be out of date. However, if you start looking at the history of the context of the event, books might be a good place to look, as you will often find historical accounts and analyses in books.
Sources available as you conduct research will vary quite a bit in purpose, audience, and reliability. One important distinguishing characteristic is whether a periodical is considered popular or scholarly/academic. You need to learn how to tell them apart as well as determine which type is more appropriate for your information needs.
McMaster Libraries. How Library Stuff Works: Scholarly vs Popular Sources. YouTube. Creative Commons Attribution license (reuse allowed).
Think about the magazines you find in grocery, drug, and book stores. In popular magazines, you generally find lots of advertisements in addition to articles illustrated with several pictures. Popular magazines are written for the general public, usually for entertainment, general information, or keeping up with current events.
Popular magazines are normally written and edited by professional journalists. The authors who write the articles are usually not subject experts, but are expected to have done adequate and appropriate research in preparing the article. The editor has final say on what gets printed in the magazine.
What you might use them for: Finding examples of print advertisements; current interest topics; basic information; entertainment; etc.
Academic/scholarly journals are written for students, faculty and professionals, and contain high quality articles. Research results are generally published in these periodicals, and charts and graphs are common for presenting data. The limited advertising is geared toward the specific audience that read the journal.
What you might use them for: Finding research about various topics; analysis of events and topics.
Peer-Reviewed Journals: Peer review adds an additional level of reliability. Not only are these articles written by subject experts, they are also reviewed by other subject experts for quality before being accepted for publication.
McMaster Libraries. How Library Stuff Works: Peer Review. YouTube. Creative Commons Attribution license (reuse allowed)
Trade Magazines are usually published by a professional organization for its members and others in the field. (Some trade magazines are also considered academic/scholarly journals.)
Trade Magazines are generally written and edited by practitioners in a field.
What you might use them for: Finding articles about current practice and/or interest in a field.