The right type of grass, one that is suitable for your needs and your climate, will always yield better results. You should consider your climate, the amount of sun the lawn will receive and how the lawn will be used.
Grasses vary in the type of climate they prefer, the amount of water and nutrients they need, their resistance to pests, their tolerance for shade, and the degree of wear they can withstand.
If you are putting in a new lawn, it will be worth your while to do some research to identify the best grass type for your needs. If you're working with an established lawn that fails to thrive despite proper care, you might consider replanting with a different type of grass. Why struggle to grow grass that's susceptible to fungal disease if you live in a humid climate? Or a water-loving species if you live in an area with water shortages? Grass that is well-adapted to your area will grow better and resist local pests and diseases better.
Some considerations for selecting a suitable grass:
Will the lawn be mostly shaded or in full sun
Will there be foot traffic or kids playing
Are you in a dry or drought area
Is your area prone to certain pests or lawn diseases
Your location will dictate either warm-season or cool-season grasses.
In your local garden supply center, they are likely to have already narrowed the choices for you by carrying varieties of grass seed most suitable for your area. You will still have to narrow the choice down to what is best for your particular lawn. New grass varieties and mixtures come out on the market every year. Ask your county extension agent or your local nurseryman for recommendations.