Been using various dynamos for years and they have changed quite a lot.
The newer bottle type are far more efficient and quieter than they used to be and are pretty bright when used with either a decent halogen or LED front light.
Unless you're looking at the expensive types there is not much difference between them but look for reviews that test the ones your looking at in the wet and mud. Some of the real cheepies still slip a lot in bad weather.
If you need something a bit better then look at the type with the generator built in to the front wheel. (Good but expensive)
These are a bit more efficient and don't slip in the rain or snow. These can also be brighter when used with the newer LED type lights. I intend to change to these when I replace the front wheel.
Some lights have a stand light built in which will keep the lights on even when you stop which is essential for in town riding.
A couple of other types of generator are knocking around but I've never tried them.
One fits under the frame and has a roller which presses against the wheel. The other fits on the frame and has a sproket that goes under the chain so that it's driven by the train. I've only ever seen that one once.
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