The reason you are getting conflicting suggestions is because each of those finishes and many others as well are all good. Some have certain properties and others have other properties. Shellac and lacquer are both very fast drying, and do not require sanding between coats. Both can be brushed or sprayed. Polyurethane is a very durable finish and can be used out doors if exterior is chosen. Varnishes (including poly) can be sprayed or brushed and are available in gloss, satin or matte. Oils are easy to wipe on, and very forgiving, but don't last as long or wear like the more durable finishes. You have to decide what is important to you, what the use of your project is, and what you are comfortable using in order to make a choice. Sorry if I am confusing you more, but no single finish is the answer for each person and situation.