Arise, ye olde dead horsie.
This has been debated at length several times. I'd say there are several schools of thought. There are the rock-none-ers and ice-none-ers who are into the moons; less big-none planets, but more moons are "breathable".
There are the rock-oxygen-ers who just like to have the same role playing planet type as humans.
There are the gas-anything-ers (no gas-none available) who are into having fewer large colonies over many smaller ones.
There are the scheming anything-anything-ers who always try to have a unique colony tech and breathing empire for maximum multiplayer trading leverage.
Take your pick or make up your own. Someone, possibly SJ, made a map analyzer to check for statistical balance in colony and atmosphere types. I'm sure a forum search will find it. I've also heard that the default game as a slight advantage and a slight disadvantage colony/atmosphere combo, but I can't remember which ones are better/worse right now. The numbers are close enough, however, to make your choice pretty much equal no matter what you pick.