Anything that's not coated in salt, glazed etc etc.. Raw nuts are best, not roasted.
Brazil nuts are full of selenium, Walnuts are said to be good for brain function, Almonds are the lowest in fat, there are so many different types! Pistachios, Macadamias, Peanuts, Pecans. Totally up to you, just see which ones you like
The best thing to do is probably go into somewhere like Charlesworth and ask for a couple of each to work out which ones you like