They all work about the same. Higher cost gets you quiet and a more "road like" feel.

wind trainer ~ cheapest, noisiest of the bunch
magnetic trainer ~ costs more, quieter, more "lifelike" feel.
fluid trainer ~ quietest, most roadlike feel, highest cost

If you live in an apartment your neighbors will thank you for getting a fluid trainer. Look for deals at stores like Play it Again sports, local bike swaps, Craigs ....