OpenVPN is the most compatible with a variety of clients. OpenVPN runs in userspace, so the clients for each OS and mobile platform interoperate well. The downside is, it does require a client program to be installed and configured. It's considered very secure, using SSL. Since it's userspace, moving large amounts of traffic means more context switching and higher cpu usage. Despite that, I've found it to be faster and more stable than the alternatives.
L2TP/IPSec is built in to most clients -- Windows, OS X, mobile. But every implementation is different and it's hard to configure a server to work with all of them. There are also more moving parts -- an IPSec server (openswan, strongswan, or racoon), and L2TP server (openl2tpd, xl2tpd) and a PPP server (pppd). IPSec seems to be a secure protocol but it's very complicated. I tend to distrust complicated security.
Pure IPSec has many of the problems of L2TP/IPSec with the added problem of difficult to configure in Windows and OS X.
PPTP is not performant or very secure. Other than the fact that almost every client supports it, I see no reason to use it for a new VPN.