I don't think it's as simple as 'best veg', at least not in my experience. I find, as a bit of a sweeping statement, that the Tetra/Rasbora/Betta/Platy I've got are not particularly bothered about veg. They'll sort of nibble at a bit but won't stay on it for a 'proper' feeding session.
My Ottos and Khulis seem to prefer cucumber over anything else - my conclusion drawn from the fact that they'll finish a piece off much quicker than anything else. Sweet potato seems to be amongst their favourites too, and my Bamboo Shrimp gave up filtering the water in favour and stealing bits and hiding under a piece of bogwood to munch through it.
By contrast my Tiger Barbs and Odessa Barbs are not overly fussed by cucumber and the Corys eat most of it, albeit slower that the Ottos and Khulis. The Barbs seem to prefer peas over anything else but feeding peas is somewhat annoying. I've got quite a lot of plants and wood so I find the uneaten bits are virtually impossible to remove.
None of my fish seemed overly interested in Courgette on the one occasion I tried it but I'm trying them all on it again sometime this week. 'Normal' potato seems to be accepted by all but doesn't seem to be a favourite for any. Carrot was pretty much left until last by all with only a few bits nibbled out by the time it was removed.
Although Cucumber may not have much nutritional value in itself the fact that my Ottos love it means I feed that more often than anything else. There's not much point feeding them something that has high nutritional value if they won't eat it! I have discovered a little trick to help with this. The inside of the cucumber is very soft, it breaks up quickly in the water and makes a mess. So I remove it making for a small hollow piece. I then wedge an algae wafer or two in the middle of the slice of cucumber. Because it's not so easily spotted by the like of the Tetra etc the Ottos get more of a chance to eat it whereas they're otherwise out-competed.