SNGs are by far the easiest to grind and build a bankroll with but it depends what you are comfortable with and how well you deal with varience. As a solid tournement grinder you are under no illusion that you can not win every tournement or even cash in every tournement due to the varience factor. The varience is ironed out slightly if you are multitableing and putting a large amount of volume in the MTTs and if you are a solid player you can expect a much better ROI% than you will see with SNGs due to the occasional large "bink.

SNGs are much less swingy and I would recommend to anyone starting with a small to medium size bankroll. If you are a solid SNG grinder that can put in some serious volume then you can expect an ROI closer to around 4-10% over a large sample, much less than maybe an MTT player, however due to the sheer amount of volume that you can put in playing STT or HU SNGs you can expect your hourly earnings to be much higher.

The middle ground is the 18 - 180 man SNGs which seem very popular these days. though again you need to be prepared for the larger swings.

My personal preference is hyper or super turbo heads up SNGS. You can put in some sick volume on the bigger poker rooms, stars in particular where you can get a game at the $200-500 levels with in about 10 - 30 seconds if not less, where as at a smaller room on ipoker or merge you could be waiting for upto 30 minutes for a game at those stakes.

The swings in the hypers can be pretty sick but if you can deal with the varience and hold back from tilting, have a good understanding of ICM and Nash theory and are comfortable putting an opponent on a hand range then your hourly can go throught the roof, not forgetting rakeback. You do need balls of steel to grind the hypers but in my opinion they are fairly easy to crush up to the $30 or $60 buyins providing you can deal with the swings and can stick to good BRM.

Sorry for the long rambling post but SNGs really are a passion for me and fund the majority of my MTT buyins as well as funding my day to day expenses and if you are looking to build from a small bankroll then they are certainly the way forward though that is obviously just my 2 cents, each to their own as they say.