What is the best kind of weatherstripping (door set) to use?
Essentially, you get what you pay for.

The cheaper ones (e.g. vinyl) work okay to block wind, but are very susceptible to wear and tear, may rip, may pull off the door entirely, leak if your floor or sill is uneven (they can conform but only a little), and only provide a wind block rather than true insulation. Also, they leak around the edges. But they are generally under $5, so if you don't care too much, you can just replace them every 5 years.

The neoprene and foam ones are generally more expensive, and will conform better to an uneven floor (like most floors). Less abrasion resistance, though, so they wear out faster.

Ones like that silicone one create a bubble of dead air between in and out, providing actual insulation in addition to stopping air travel.

All of these designs depend on the screws holding the stop against the floor, so strong winds may defeat them. This means they drag as you open and close the door, and eventually they wear out. They may also get hung up on carpets or the like.

An alternate design mounts to the bottom of the door, rather than the inside edge. These include a U-channel usually made of metal, and multiple 'sweeps' to create that long bubble of air. They are adjustable, but require you to have more clearance beneath your door--essentially your door has to be hung with them in mind. They work great, and they protect the bottom of your door from rot provided you caulk the outside edge well.

At the high end there are also spring-loaded systems. They are U-shaped channels and also have a spring-loaded gizmo that presses down against the floor when the door is closed but pulls open when the door is ajar. It sounds great but I have no idea if they work--too expensive for my needs.