As long as you get quality captive bred seahorses from a reputable breeder, I don't believe it really matters a whole lot in the day to day care of the animal. Where the difference comes in, is if you plan to rear fry. In that case, benthic fry are considered easier. That would limit you to H. erectus or H. barbouri for the most common tropical spieces available. H. reidi and H. kuda are just as easy to keep, but their fry are more challenging.
Dan