I've realized that there are different types of B12 supplements.
Most of them are from Cyanocobalamin, but there are also from Methylcobalamin.
Does anybody know the differences or what is the best type to take?
They are essentially the same molecule, but for one bond: cyanocobalamin has a CN- (cyanide) tied to the cobalt atom, while methylcobalamin has a CH3- (methyl). There are also adenosylcobalamin (also called 5-deoxyadenosylcobalamin, C10H12N5O4-, adenosine) and hydroxocobalamin (OH-, hydroxyl). While the latter should be more soluble in water, the amount needed is so small that it doesn't affect their efficacy.
Which one you should take depends on your goal. If you have B12 deficiency and require treatment, research seems to point to a combination of methylcobalamin and adenosylcobalamin. In fact, this specific study criticizes the promotion of methylcobalamin-only supplements. Cyanocobalamin and hydroxocobalamin were considered satisfactory replacements for adenosylcobalamin in that combination.
Now, assuming you don't have B12 deficiency (for instance, recently converted vegans), the reference study seems to be this one undertaken in 1970, featuring non-vegan patients. Cyanocobalamin was found to be the one with best absorption rates at the highest dosages.
That being said, most B12 supplements feature an overzealous excess amount of cobalamins, several times more than what is actually needed. That's because cobalamins (even synthetic ones) are considered extremely safe. As a matter of fact, this 2002 study assessed that there are no statistically significant differences in B12 plasma levels for people who consume B12 supplements. This might happen because 70-80% of all unused vitamin B12 in the blood is discarded by the liver, regardless of current plasma levels.