Generally, you don't want the 'nerf bar' style that bolts to the frame. There are exceptions, but in general, they just aren't strong enough to take any blow that your body wouldn't take anyway, and because of the long 'arm' coming out from the frame, they tend to bend up and do more damage to the Jeep than if you had nothing. (If you think about it, you'll hit that style on things that you would otherwise have 'missed', and when they bend, they bend up another 2-3" higher than they would have, hitting you that much harder...)
The Exceptions are good, but you have to do research, they're generally much stronger.
The other style bolts directly to the tub, and basically beefs up the tub itself. You only lose the thickness of the rocker in clearance. This is the style that Jeep used to use on the TJ Rubicons (though those rockers weren't very thick). Because Jeep decided not to make the sides 'flat' on the new JK's, these are few and far between, but they're still the best way to go.