It depends on what suits you! My mum doesn't like the plastic release ones, but I don't mind them. Only thing is, I think they do wear out quicker than buckle ones. Our milkers all wear a collar all the time, as they get tied up when being milked, and the big billy wears one too, because it is easier to have something to grab him by.
I don't like really thick material collars, as they can rub the hair of the goats neck. For showing I like to use the rolled leather collars, but they are expensive.
Beth