The best is the one who hires you. They all serve a different purpose, which is exactly why there are multiple agencies. You cannot compare two companies with totally different jobs, so how can you compare federal agencies? However, i personally am hoping to get into ICE, as little known fact, besides all the raids, they are the second biggest investigation agency, with the leading being the FBI, and ICE investigates human trafficking, smuggling, etc.
They train for different jobs, as far as relocation, im not sure, my GUESS is ATF, but you will have to ask someone else on that.