Types of free weights?

Generally speaking, barbells are easier to lift because a bar helps you stabilize a weight and distribute the weight evenly over your body. However, making it easier is not necessarily what you want. Dumbells are not connected so they require you to stabilize the weights as you lift them: this makes it much harder. You won't be able to lift as much, but you'll get a better workout and work more muscle groups. If cost wasn't a factor, I'd recommend the dumbbells. However, metal plates that you put on a bar are going to be cheaper than pairs of individually-weighted dumbbells. Weights in general are pretty expensive, so if you don't have a lot of cash, you're probably going to want to go with the bar.