As an expert on marshmallow munitions
, I find white jet-puffed marshmallows to be superior. They don't stick together as do other marshmallow brands (unless you leave them in your car in the sun). They fly great too. I have put other brands in the freezer for about 30 minutes and it helps (or leaving them out for 6 months opened also does the trick...be careful if you do that though, they are as hard as a rock when they hit).
I like to split them in half to allow them to cut through the air a little bit more and the bag lasts longer. Usually at the Passion Play, we go through about a bag of marshmallows a night since that is a far safer way to teach kids how to use slings.
So, go Jet-Puffed marshmallows!