If you live in UK and have money, get an Eheim Ecco if you want the best. If you haven't got £45, a Fluval 2+ internal canister filter is pretty good. A second-hand Fluval 2 is probably the cheapest option.
However, the "best" filter for goldfish or cichlids isn't necessarily the best filter for gouramis or angelfish (the former need heavy-duty filtration, the latter need less filtration and less current). So you need to consider the type of fish you want, whether you have live plants or not and that sort of thing.
If you live in US, you can get small hang-on-the-tank filters and mini-biowheels which are probably even better.