I've tried several different types, but found that Rappa are the best of what I've tried for electric fencing bits. If you can stretch to it, the steel stakes (
http://www.rappa.co.uk/products/45-90cm-steel-stake-25-pack) are by far the best. Polywire has the advantage that it's much more visible and that seems a little better for sheep. The disadvantage is that it get's dirty pretty quickly and is nowhere near as robust as stranded steel wire. So stranded steel wire is the best way to go for pigs IMO. I like the metal anchor posts, but again they are mainly good for sheep where you want to move them quite often, not such a big advantage with pigs (just bang in some nice sturdy wooden posts at the corners and use screw in insulators). As mentioned by someone else, try to buy weaners that are already electric fence trained. Otherwise I've found screwing a board over the front of the ark for the first day & night (with them inside obviously), followed by a small area fenced in with a bit of pig netting AND a low single strand of electric seems to work OK. Once they get a belt from the fence, their first instinct is to run like mad. If you've got them used to the ark, they will likely run back there. If you just have electric fencing at this point they will run straight through it, hence the small area of pig netting. As soon as they've been zapped a few times they get the idea and after a week or so you can make them a nice big pen with 3 wire electric and they are as happy as Larry. At least that's my experience!
For anyone who thinks this is cruel (pretty sure nobody on accidental smallholder is that daft), it's not. I held onto the fence when I was trying this out originally and 6,000 volts certainly wakes you right up, but it's not pain. I've zapped myself many times and you really really want to avoid it if you can (kind of the point), but I'm not traumatised. The original pig farmers where I did my bit of training did make a special mention about remembering not to step over a live fence. Something about 6,000 volts in the gentleman's region did send a shiver down my spine, but so far I've managed to avoid that.
...sorry, just read the bit about lambs. No, in my limited experience electric is fine with lambs. Others have warned NOT to use the sheep netting as apparently that can cause problems with lambs. No experience with that. I did find that you have to have a wire VERY close to the ground for lambs. I *think* (I'm no expert) that sheep mostly only feel the jolt through their ears and face, so if the little blighters can get their heads under the bottom wire they are away to the races (or munching on my apple trees in my case).
Hope that helps!