Best sugar to use for baking

I've been using coconut sugar for baking, but I would like to find a different sweeter to try since I am almost out of my coconut sugar. I've read different articles on sweetners, one saying that sugar is sugar and it's mainly about which tastes the best to you because you will be getting the same amount of sugar in each serving. I would like to get suggestions on what sweetner to try and if it really matters whether you are using something like agave syrup or coconut sugar over regular sugar.