Depends on what you want to do with it ie remove rust, paint, whole car, parts, etc. Most of the good shops use a combination of processes depending on what they are removing. Sand is often used for rust while the other compounds will remove paint without profiling the metal. They use a number of different media types such as sand, plastic bead, chemical, dry ice, shells, etc. The plastic bead system uses a recovery system ($$) due to the cost of the bead. Some systems are more environmentally friendly too. For home use sand would probably be the cheapest.