Best package for heat sinking?
LM317 in TO-92 only does 100mA, wheras the TO-3 and TO-220 are both 1.5A - so it depends on how much current you need!

"Best for attaching a heat sink" - hard to say. It's easy to attach a TO-220 to a heatsink, just a hole and thermal compound (or one of the clip on ones). You can also just attach them to the PCB for a bit of extra cooling.

T0-3 can have a lower thermal resistance to the heatsink, but generally are more awkward to mount.

TO-92 isn't really possible to attach to a heatsink.