Overhand on a Bight
This one is easy to tie and inspect. Its only down side is that it's hard to untie after it has been loaded. For this reason, climbers use a figure-8 in most cases where an overhand would work.
Figure-8 on a Bight
Secure, strong, symmetrical. It's easy to tie, and it won't freeze up if it's loaded heavily. This knot is one of the essentials of rock climbing.
Retraced Figure-8
This allows you to connect the figure-8 on a bight directly to an object, like a tree, and it is the best knot for attaching a rope to your harness. In essence, you're tying one half of the knot, running your rope around the object, and then retracing to complete it.