The best mulch, as far as I'm concerned, is whatever you can get.
The easiest mulch is whatever's on site already: weeds that have not gone to seed, or other plant materials (as long as they are not diseased). Lawn clippings, if your lawn hasn't been treated with chemicals, can be used in thin layers when fresh, or in thicker layers if you let them dry out a bit first. I like to chop my mulchables, but it's not necessary.
In urban or suburban areas, straw bales can be found where horse feed and supplies are sold, and you usually need a vehicle to pick them up. Racetracks sometimes have used bales. For garden use, it doesn't matter if the bales are spoiled, meaning not suitable for use with horses. Sometimes spoiled bales are free!
Free mulch from tree trimmers is delivered by the truckload, usually when tree trimmers are working in your neighborhood. Call around to see who offers it and who'll be working nearby, and make sure you have a place where it can be dumped -- usually a driveway. If it's too much for you to use, maybe you can share it with neighbors, or advertise free mulch on freecycle (or look for it there!). Some trees are allelopathic -- meaning they retard the growth of other plants -- and although they usually have this effect only as living beings, I've heard anecdotal reports that walnut or cedar or eucalyptus chips slowed down growth in gardens, so it may help to know what kind of trees are in your mulch. I've used lots of chipped mulch in my gardens, and I've never had any problems.
If you want to block weeds, you can first put down 3-6 layers of newspaper or a layer of cardboard and then cover them with mulch. You may also want to do this if you're unsure about what's in the mulch.