I prefer the collet type myself. Collet type adapters automatically center themselves on the shaft of the motor or gearbox, plus they grip the entire shaft, not just one spot. Set screw types can sometimes "push" themselves off-center, and they only grip at one point. I have yet to have a collet type come off.

What you don't want to do is "noodle-arm" it when tightening anything related to the prop. The general rule of thumb is, "If it flies off, you didn't tighten it down enough."

The rule of thumb can be compromised by a poor-quality adapter, or a damaged adapter of course.