Hmm. Looking at the options, a few things come to mind for each of them.
Heart: Big Night at the Museum vibes, even if I can control what it happens to. I can't puppeteer them, they're separate entities. That's gonna backfire.
Shooting star: Would be fun, though it leaves me wondering how fast I'd be able to go.
Horseshoe: There's no way I'd be able to comprehend where I'm going at lightspeed. Not only would I run into something and die, the force I use might cause a nuclear explosion. No thank you. Besides, if you put all that aside the teleportation one would just be easier.
Clover: Really cool, but still unreliable. It would lead me to take massive risks, and at some point I'd take a risk and fail.
Blue crescent: Get your mind out of the gutter. I'd love to use this to steal things and further my political agenda, and while teleportation could potentially be better for those things I think this one's safer. I'm going with this one, even if I have to be naked for it to work
Unicorn: I don't trust myself with that kind of power, I'd lose control of my head and ruin everything.
Rainbow: Does air move out of the way when i teleport somewhere new, or does my body get filled with oxygen and dust every time? Would teleporting into a wall kill me instantly, or would it be slow and painful? The potential advantages this poses over invisibility are negated by the risks.
Red: This would be awesome, but I wouldn't really be able to go anywhere that a trained diver couldn't go. The pressure of the ocean depths wuld still kill me and human skin is not meant to be underwater for extended periods of time so it's not like I could live down there.