Recommended Mosfets for switching purposes
There is definitely a preference for switching with N-channel MOSFETs. There are two primary practical reasons:


Electron mobility in silicon is ~2-3x higher than hole mobility. This means that, for a given \$BV_{DSS}\$ and \$R_{DS(ON)}\$, an N-mos will be half to a third of the size of a P-mos, and therefore half to a third of the price (raw silicon cost; this doesn't account for package cost, et al).
N-channel MOSFETs switching high-voltage loads can have their gates driven by a signal that is close to ground, obviating the need for a level shifter. (After all, most control circuits are ground-referenced.) P-mos, on the other hand, require a high-side referenced control signal.


As for discrete depletion devices, those are fairly hard to come by. You'll have much better luck looking for JFETs.