In my opinion, a wrap is the most incredibly comfy and secure sling you can find, though it takes a few goes to figure out how to wear it. Mei tais are also secure and easy to use, though I'm not sure how good they are with tiny babies since I've only used one with my toddler. I find one-shouldered slings less secure; it's hard to bend over with a baby in them and you need to keep a free hand to grab them if they get wriggly. They're very quick to put a baby in and out of, though.
There are loads of places online where you can find good directions of how to use any kind of sling you care to name. Youtube has lots of demonstration videos, and www.thebabywearer.com is a really good site for information, so no matter what you get you should be able to figure out how to use it.