Some swear by sesame, some peanut, some vegetable. All I know is what I have done and feel works.
First it depends on the pan. Is it a new, quality pan? An old well used super seasoned pan? Or a new cheap pan?
The best seasonings I have found are lard, and bacon grease. In that order. For the initial seasoning I will cook bacon (saving left over grease), or apply lard. Then bake at 300F for about an hour, the time need not be exact, an hour ish is fine. You normally have to repeat this process a few times to get a nice season going. You can do it as many times as you have the patience for.
Prior to this. If you went cheap (like me, looking at you Lodge) sand the bottom of the pan down with some 200 ish grit sand paper, you can then jump up to a higher grit paper if you want but you don't have to. Modern cheap cast iron has modern cheap casting. It ain't like grannies cast iron. Sanding it down a bit will help you get that nice glassy non stick seasoning going.