I like all of them, but really depends on what I am doing.
As a barrel racer, I was brought up told to use polo wraps because they keep everything in place.
Bell boots I used a lot on my old mare because whenever we rode, she overreached and or pulled off her shoes.
Splints I use whenever it is needed. If I am doing a decent practice for barrel racing at a lope or gallop (vs. A quick refresher at a trot,) I just put some splints on to help protect their legs from hooves and internal injury. Polo wraps are nice, but I'm not going to waste a bunch of time putting them on.