What's your preference...
Compression type collets, or sleeves. You crank up the bar to 350 psi's and put your cutter in, release...its done. .0001 tir.
Heat type collets. You heat up the holder and the tool drops in, slam on a chiller, and a minute later you have a tool mounted. .0001 tir.
Standard collets. Drop your tool in, tighten it down and your tool moves. .0003 tir new. pfft.
Solid stop collets. Doesn't pull your tool down, .0001 tir.
Hydraulic holders. 2 seconds tool setup, .0001 tir. Negative is the tool pushed up in the holder.
Solid holders. Very rigid. Negative clearance amount in holder amounts to tir runout. Only holds in one spot. Could crack cutter.
(am I missing anything?)