For cooking, I prefer hickories; if I'm just gonna be eating a handful of nuts, I prefer pecans.
Shagbarks are the easiest cracking, but most are fairly small. Shellbarks much larger, but shell is thicker.
Other hickory species, like pignut, mockernut, etc., usually not worth bothering with. Bitternut hickory and some individual pignuts have a bitter/astringent taste... not unlike an unripe persimmon.
There are superior selections - just as is the case for pecan and other fruit/nut species - that have better-than-average cracking characteristics, like thinner shell, open central cavity, etc., that result in ability to get intact halves/quarters out instead of just tiny little fragments of nutmeat.
Same for black walnuts... there are improved varieties with much thinner shells and higher kernel percentage (35-55% vs 12-15% kernel for most typical 'wild' BWs).