So many different kinds of matza, what should I buy?
Firstly: ALWAYS DOUBLE-CHECK THE PACKAGE for Passover certification. They make "not for Passover" matza, too. So watch out!
If you have gluten intolerance, spelt or (if that's also a problem) oat matza.
For the seders, "shmurah matzah." If your ancestral customs are German, or if you have a connection with the old-time Jews of Jerusalem, get machine shmurah matzah. If you're Hassidic, get hand-made shmurah matzah. (To the very best of my knowledge, all commercially available hand-made matza happens to be shmurah anyhow.) If you're anything else, ask your local rabbi what's preferable between the two. (R' Ovadya Yosef shlit'a expresses mild preference for hand-made.) If you want whole wheat, I don't think it's available in machine shmurah, so get hand-made.
For the rest of yomtov, if you have a custom to only consume shmurah, then shmurah. (Here Rabbi Yosef allows machine shmurah as well, but if you're Hassidic, stick with hand matza.) Otherwise, non-shmurah is okay too (and available in machine whole wheat, or a whole wheat / rye blend for extra fiber).
My family serves hand matza with meat meals (including the seders), machine matza with dairy meals (e.g. breakfast). That way you don't have confusion as to which matza is "meaty" or "milky."
Egg matza can't be used for seders. For the rest of the holiday, it's not recommended for Ashkenazic Jews (unless someone's ill or the like -- ask your rabbi).
I'm told that some Sephardic Jews make soft (almost pita-like) matza. If that's your custom, and you can find it, go for it. I assume it's only available handmade; don't know if it comes in whole wheat. If it's not your custom, ask your rabbi first. Rabbi Hershel Schachter thinks it's okay for Ashkenazic Jews too.
The NY Post did a taste test last year and recommended Pupa-Tzelim Matza as number 1. As someone that has been using their Matzos for years I agree.