If you look back in the Nutrition/Hydration thread, you should find some discussions of various "high-tech" foods.
That said . . . it depends on your needs. Bars are for when you actually need food - but they must be digested, so they don't provide an immediate boost. I love gels because I have a sensitive stomach and can't have much in it when I exercise (especially running), and gels provide a hit of readily-accessible energy without much bulk. They are basically a hit of sugar, and it's available for your muscles within maybe 15 minutes (depending on what's in your stomach and what you are doing). During a triathlon I eat a gel about 15 minutes before the start, and then another one halfway through the race (or more than one if it's a long race). I don't think you need a gel or anything else unless you are going to be exercising for more than an hour - and then you might want a gel for every 45 minutes to an hour that you're exercising. I only eat bars for recovery, or maybe on a long bike ride - but I don't like most of them and would rather eat peanut butter crackers or something.
Unfortunately you have to try the different kinds of gels etc. to see which taste the least offensive to you. I wouldn't say any of them are particularly *delicious.* I like GU's, most of which also contain a little caffeine. Buy a variety of single servings until you find one you like - don't want to be stuck with a case of something gross. I buy them from REI usually, because they give a 20% discount if you buy more than 12, but if you don't have one near you it may not be as good a deal with shipping.
Another alternative to gels is Clif Shot Bloks - basically a solid gel, sort of gummy-bear-like. These are just nice when you can't face another yucky gooey gel, but not as easily portable.