Always go ethernet if it is a option. Once it is installed it will run forever wireless is always subject to interference.
You want a cat5e cable or catt6 if it is cheaper. Used to be fairly simple unfortunately there is massive amounts of fake cable on the market especially on amazon and ebay. You want pure copper wire no CCA cable. You also want to avoid any of the thin or flat cable it does not actually meet the standards even though vendors will say it does. The wire needs to be 22-24 awg to actually be a certified cable.