The oxide form, despite having the highest amount of magnesium in it unfortunately is one of the worst for absorption so it's generally the least recommended by those who understand magnesium supplementation.
Mrs Doubtfire on Neurotalk has lots of good common sense to say about magnesium in this thread but I'm sure there are other threads of hers if you search.
Krispin also knows a lot about Magnesium very keen on Albion chelates.