As per preference, the best lance is either the double-sided lance or the great lance. The double-sided lance is faster and has better damage, but since hardly anyone ever survives a couched attack from a great lance, it's sort of redundant. The great lance, on the other hand, has much better range, so it's safer to use.
For non-lethal weapons, it's either the jousting lance or the iron staff. Again, the iron staff has better speed and damage, but the jousting lance is the longest lance in the game.