Pfizer and Moderna both have the highest efficacy, but both require 2 shots so it can be a pain. J&J is single dose, but slightly less effective. However, all three are great at preventing serious illness/hospitalization/death, so you really can't go wrong with any one.
I and everyone I know have been vaxxed since early spring and no one has had any side effects, medical complications, or died. They are all safe because nothing in them is "new" per se; all of the ingredients have been part of other vaccines or trials for years now. The reason they were developed so quickly is because 1) massive amounts of money were thrown at them, which speeds anything up, and 2) they've been developing coronavirus vaccines for years now (I believe since the last outbreak in 2012), so it was really just a matter of figuring out which protein sequence worked on this strain of coronavirus and working it into a vaccine. It was really just the testing that took a better part of a year.