Users won't usually need any TCP/IP stack installed on the Amiga side when running it in WinUAE, just tick the bsdsocket emulation on from the WinUAE config.
For a real Amiga there are several options and the best may depend of your needs.
The most recent and probably the best all-arounder is
Roadshow. It has the most modern features and supports for example DHCP and PPPoE, and it's fast. On the negative side there isn't any GUI, but it's still _really_ easy to setup, and GUI might even feel wasting resources with this

Then there are AmiTCP/IP based options. Original ones are hard to set up, but Genesis and EasyNet GUIs make it much better in that regard. Original 3.x is free, but later ones are commercial. Although you can get full version of Genesis with OS3.9. About as fast as Roadshow, but doesn't support DHCP or many modern features, but still a good option when static addresses is what you want. Genesis' GUI is pretty versatile, but I haven't seen EasyNet.. I think it's more simplier.
Miami(DX) has lot of features not found in other stacks, like NAT, PPPoE etc, but it's questionable if anyone needs those anymore in Amiga use. Miami is also the slowest stack of all, in many cases half of the speed of the other stacks. It's also impossible to get legally anymore. Quite easy to setup and versatile GUI too.