If I want to forecast daily stock return let say Apple what would be the best GARCH model and why? (ARCH, GARCH-M, IGARCH, EGARCH, TARCH etc)
You cannot use GARCH. The models you mentioned are used for modelling the conditional volatility, which is time-varying and displays clustering,as Mandelbrot mentioned.
A common model is an ARIMA(p,q,1), where p the order of the AR component and q the MA component. Simply, it is an ARMA(p,q) on the first differences of the log prices. This is due to the non stationarity of the log prices that drive ACF and PACF being significant for a long period of time (known as long memory process). Hence the first differences make the process stationary "cutting" the PACF and ACF shortly. As a heuristic, you can use an ARIMA(1,1,1) model, but technically speaking someone has to check higher order models as well. Model selection criteria, such as AIC or BIC have to be used.