I'm no expert, but it depends how much you want to spend and what you're planning to use it for.

Electric are easiest to fit and cheapest, will do the job for most things - getting trucks unstuck, pulling a stem over, etc. They're not the quickest though, and long repetitive use (dragging brash, extracting timber) will drain a battery quickly and possibly overheat something.  The other advantage is if using it to get a truck unstuck, you can drive whilst winching.

PTO I haven't really used, but my understanding is you need a straight drive shaft which limits where you can mount it, and the drive shaft can become vulnerable to damage.

Hydraulic are good, quicker and you can use them over and over again. But the engine needs to be running, and unless you've done some fancy plumbing you can't drive the vehicle while winching, which can be a pain when getting a truck unstuck. Also more expensive once you take all the extra bits into account.

I'm about to buy a winch for one of mine, and going to go electric - it does what we need it for, and doesn't cost a lot.

Electric if you are only going to use 1 once In a while, get one with remote control great bit of kit then but do not use remote when pull a tree over with it because they switch them self's off after a time and you go to press button and nothing happen, so pull trees with plug in lead.

Get an electric Winchmax - really good, great value for money. Keep your engine running when using and for a while afterwards as they will quickly drain a battery. 

3 hours ago, monkeybusiness said:

Get an electric Winchmax - really good, great value for money. Keep your engine running when using and for a while afterwards as they will quickly drain a battery. 

Good winchs got a 13500lb one on landy 130 with a full drum it still has a 7300lb pull but is slower then the Tmax I had before