Hugo-Depends what you're using them for. For offroad or on dusty/dirty parking lots, your best bet will be to use rubber shielded bearings. They hold a better seal and will keep the dirt and grime out much better than their stainless steel counterparts. On carpet or on clean surfaces, I'd go with a metal shielded bearing.
If you're the lazy type(like me) I'd recommend using rubber shielded bearings. They require very little maitenence.