FTP the well known elderstatesman, File Transfer Protocol which allows tow computers or servers to send and receive data (files). FTP uses port 21 and is not encrypted, The communication between the two computers is down in plain text, making it very vulnerable to attacks like man in the middle or snooping.

SFTP Secure File Transfer, allows for the transfer of files though a connection that has been secured by SSH or secure shell. SFTP is packet based rather than text and given it runs through ssh it is secure and can give more details on the connection and status of the transfer.

FTP/S is FTP but with ssl making it secure. Using the TLS/SSL over the SSH from SFTP makes FTP/S needs a certificate to authenticate. A con is the not all FTP servers support these certificates.

Which one?!

They all send files, avoid FTP as much as possible and only use it for unimportance. It will depend on capability of your server/computer to either use SFTP or FTP/S. It does seem however more favour being placed with SFTP.