As a rule the text based clients will offer a higher output than the graphical (screensaver) ones, simply because the PC, when idle, doesn't have to run the screensaver so all it's cycles go to folding.
However, the choice of client also depends on your standard of computer, and how long it is likely to run for:
Standard WUs (Workunits) all have a set time for completion and submission. This does vary from WU type to WU type, but typically you'll have at least 2 weeks.
The windows SMP client harnesses the power of dual and quad cored CPUs, but you only have a few days to return the WU. On a fair paced dual core PC you need around 24 hours of CPU time, but must return the WU within 4 days.
The windows GPU client (if you have a compatible ATI based graphic card) can do a WU in around 12 hours on a 9800xtx. Again they need to be submitted in 4 days. Watch out for the temperature on the graphics card, and don't try running with standard CPU folding. You must also have the correct version ATI drivers.
All clients are beta, so from time to time can change. The SMP and GPU are most likely to change and you'd have to update if necessary.
There is a fair amount of information on the folding website. I can also suggest you read another
forum's setup guide.