"The best insulin is the one that works for your cat."
Recommended Insulin
Protamine Zinc (PZI/ProZinc) and Glargine (Lantus) are the only insulins recommended by the American Animal Hospital Association (AAHA) for use in felines. Since the AAHA Diabetes Guidelines were written (2010), another insulin came into use for felines called Detemir (Levemir) that works similarly to Lantus and it's now also a recommended insulin for felines.
In the US, you will need a prescription from your vet for Lantus or Levemir but you can buy them at your local pharmacy. Unless your kitty is a high-dose cat, buying the pens is less expensive per usable unit than buying a vial. If you are using it in pen form, you will need to make sure the prescription states it's for the pen (and not the vial). Depeding on your state/country, you may also need a corresponding prescription for syringes (u100, 3/10cc with 1/2u markings). You do not use the pen needles with the pens but instead treat each pen as a mini vial and insert the syringe into the end. The reason for this is that the pen needles only dispense full unit doses and many times our kitties need half unit or even quarter unit doses (i.e. 1.25u).
PZI is the original version of Protamine Zinc and is usually bovine (cow) based. There are several different types of PZI, but the most common are Hypurin Bovine PZI (in the UK) and BCP PZI (in the US). ProZinc, on the other hand, is a genetically-modified human insulin version of Protamine Zinc created specifically for cats and is (usually) available throughout the US. These should be available directly from your vet or through a compounding pharmacy. Some Costco pharmacies can also order it for you so call around for the best price. PZI/ProZinc also allows a bit more flexibility in scheduling disparate shot times.
NOT Recommended Insulin
Insulins like Porcine Zinc (Caninsulin, Vetsulin) and its half-brother, NPH (Humulin, Novolin), may work great for dogs but are NOT recommended for felines as these cause too steep and too harsh a drop and wear off too quickly due to a cat's faster metabolism. There are a few instances where these insulins may be used in extenuating circumstances (i.e. DKA) or by experienced users (as a bolus), but they are not ideal for daily use in cats. The "street labels" for Porcine Zinc/NPH are Caninsulin, Vetsulin, Humulin, and Novolin. Porcine (pig) Zinc is different from PZI/ProZinc (protamine zinc) and it can also be known as "Lente," which is different from Lantus (confusing, I know). Even more confusing is that they recently "updated" Vetsulin in the US due to it previously having quality control issues and being removed from the market by the FDA. This update did not change the way it works in cats and it is still not a good choice for use in cats.
NOTE: In the UK, Caninsulin is often the first insulin prescribed for use. If the insulin proves ineffective (i.e. since the duration often does not last a full 12 hours in cats), under the cascade system, your vet can then prescribe a different insulin (like Lantus, Levemir, or PZI).
If you are unable to switch to one of the recommended insulins (Lantus, Levemir, or ProZinc/PZI), there are resources available to assist you on how to maximize the effectiveness of these insulins.
Oral insulin (Glipizide, Glyburide, Metformin) is NEVER recommended for cats as it causes the pancreas to work harder and can damage the pancreas further or can cause liver problems or exacerbate kidney issues (Metformin).
The only "wrong" insulin is NO insulin.