I think Chioggia beets (the ones that are red and white striped inside) might be the sweetest, although IME flavor has a lot more to do with growing conditions and maturity than with variety.

Roasting is a good way to go. But my absolute favorite beet root recipe is to shred them raw and toss them in a lemon juice-walnut oil vinaigrette, either alone or with a lesser amount of shredded carrots. Too cold for salads now, for me...