Are you talking length?
If you are using a tower, then you'll use the ones with elbows specifically designed for towers, Otherwise you want a shank that is going to fit through whatever you are attaching it too (refrigerator door or chest freezer collar) and still have some threads left over to attach your nipples and nuts to.
I might be wrong here, but an in my opinion a shank with an inch or two sticking into the kegerator would give more cooling surface allowing that cold to be transferred to the faucet which would keep the whole system cold.