Steel beats stone on raw heat transfer, meaning better oven-spring and a browner bottom crust, but it costs more and weighs a lot. Stone is cheaper and lighter but heats and recovers between bakes more slowly, and can crack from thermal shock.
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Baking Steel
Steel conducts heat far better than any stone, giving a noticeably better bottom crust and oven-spring. It's heavy, 20+ pounds, and needs light oiling to avoid rust. Buy this if you bake pizza often enough to justify the weight and price.
NerdChef
Thinner and lighter than the full Baking Steel at a lower price, still steel so it browns better than any cordierite stone. Less thermal mass means slower recovery if you're baking back-to-back pies.
Old Stone Oven
The classic cordierite stone, cheap and widely available. It heats and recovers slower than steel and can crack from thermal shock or trapped moisture if you're not careful. Fine for occasional pizza night, worth upgrading to steel if you bake weekly.
Emile Henry
Glazed ceramic that resists the chipping and cracking plain cordierite is prone to, and looks good enough to serve straight from. Still slower to heat than steel.
Pizzacraft
A reinforced cordierite stone built specifically to resist the cracking that plagues cheap stones, a solid budget pick. It still has stone's slower heat transfer compared to steel.