Well, to retain my membership in the "Alton Brown probably knows what he's talking about most of the time" club - I would have to say the best would be an electric tea kettle. They heat the water faster, don't heat up the kitchen the way an on the stove kettle will, and the good ones have a safety feature that will shut it off if it boils dry so your not melting or deforming the pot, or setting the house on fire. The down side is that it takes up counter space, and you need an electrical outlet.
For on-the-stove it's really up to you. Like for any other form of cooking - the best conductors of heat are copper, aluminum, enameled steel, stainless steel, and cast iron (in that order). Of course, the better the metal conducts heat, the faster the water inside will cool off when removed from the heat.
I don't have a place to leave a kettle sitting out in my kitchen to be a decoration - so I have no inspiration to spend the extra $$ for some designer or expensive name brand model. I had an old aluminum kettle (from back in the 60's) that was just fine until my son borrowed it and I never saw it again ... so I got another one - about $12 at WalMart. It does what I need it to do just the same as a $200 model - it boils water.
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain