Hi,
The main purpose of flossing is to remove plaque. The second most obvious goal is to remove food that has become traped between teeth. How this is achieved does not matter, as long as the job is done properly with the right technique.
There are many different types of floss and each person finds a type that is their favourite. I personally hate "tape" kinds of floss, sorry! The important thing is that it works for you :-)
My favourite kind of floss is a woven type with round cross-section (as opposed to flat). I always use Johnson & Johnson "Reach Gum Care Fresh Mint" (I find it collects debris really well because is "non-slippery", and I also love the soft minty flavour!), however seems it is being discontinued in some countries (here in the UK at least!) so it is becoming harder and harder to find (good deals on eBay at the moment). In the US it is still available through Amazon here: Johnson & Johnson Reach Gum Care Fresh Mint Floss. It can be bought in packs of 6 or so, which is more affordable.
I recomment trying different types of floss, until you find the one that you like the most. The important thing is to remember to floss! It really helps minimise bad breath and keep your teeth and mouth healthy :-)
Dolors