There is no "best" program. However, there could be a "best fit" program for you.
Technically speaking, every accredited program will teach to how to recognize shock and respiratory failure and put lines in. They are required to be able to do so to remain accredited. So regardless if you pick hospital A over hospital B, know that the clinical experience you graduate with will more or less be the same.
Now, as Stitch alluded to, each program is slightly different. The difference may be a closed unit, run strictly by intensivists, or an open unit where some patients are admitted by other services and the intensivists act as consultants. Personally, I don't think it matters, but some do. Some programs may have more frequent calls based on fellow numbers, some may have electives, some may have lots of cardiac surgery, some may have a limited amount (though remember, to be accredited, they all have to meet certain clinical/educational requirements)
For me, I choose a program with an emphasis on research because I wanted to do that as my career outside of the ICU. Some programs put an emphasis on research and offer things like training grants, other programs offer the minimum requirements.
Overall, it again boils down to what you look for in a residency program is the same thing you look for in a fellowship program, ie do I think I could actually spend 3 years of my life in this program and enjoy doing it? If the answer is no, then the rest is just fluff.