Under the "Arcane Bond" class feature of the wizard it says the following:
Objects that are the subject of an arcane bond must fall into one of the following categories: amulet, ring, staff, wand, or weapon. If the object is an amulet or ring, it must be worn to have effect, while staves, wands, and weapons must be held in one hand.
From my reading of the class feature, I don't see any effective difference between the types of object, other than the fact that some of them need to be held in your hand. For example, if you want a particular magic ring and magic wand, it costs the same to create each with the item creation feat, and you can create and use both at the same cost, regardless if you make one out of your bonded object and one "from scratch".
Given this, it seems like the bonded object doesn't limit or expand your choice of items, and you get the same benefits no matter what you choose. Is there any other difference? Is there any reason not to choose an amulet or ring, so that you don't have to worry about what you're holding in your hands?