Kosher salt and iodized salt is mined from the earth. I prefer kosher salt over iodized because I find it to be cleaner, with a better flavor. Personally, I like the coarseness of kosher salt. I find that it's easier not to over-salt foods when using it, because you can actually feel the grains in your fingertips. It's particularly great to season meats with when roasting.
Many people also find that kosher salt keeps crisp foods crisp.
Sea salt is wonderful, but more expensive due to the way it is harvested. It comes from the sea, and has a milder, clean flavor. The French love it. I use iodized salt for baking, but fine sea salt is better for you. Just remember the fewer chemicals in the foods you eat, the better.