Which type of fat to make fudge?
Like you, I've found a wide variety of fats in fudge recipes.  To name a few;

The chocolate fudge recipe in The Joy of Cooking cookbook calls for both half-and-half and heavy cream. (From my home copy of that cookbook)

On this Macinac Island website, there's a recipe that uses a combination of whole milk and Crisco (vegetable shortening).  http://www.mackinac-island-insider-tips.com/aunt-merrys-fudge-recipe.html

... and I found a recipe for Devonshire Clotted Cream Fudge that uses other ingredients I'm not familiar with such as golden syrup and castor sugar: http://www.food.com/recipe/devonshire-clotted-cream-fudge-238801

I think you may be obligated to experiment by making different kinds of fudge and discover your favorite homemade fudge.  Sounds like a sweet adventure!