Use RSA. Not for security reasons, but for compatibility reasons.
I don't recommend using DSA keys. As of OpenSSH 7.0, SSH no longer supports DSA keys by default. As the release notes for OpenSSH 7.0 say, "Support for ssh-dss host and user keys is disabled by default at run-time". Therefore, using DSA keys (ssh-dss) is just going to cause headaches.
ECDSA keys could be better, but sadly, ECDSA keys can also cause compatibility headaches on some platforms. On Fedora, gnome-keyring-daemon doesn't automatically pick up ECDSA SSH keys, so you won't be automatically prompted for a password to unlock your SSH key when you try to use it on Fedora.
RSA keys are completely free of these compatibility headaches. They're the most widely used, and so seem to be the best supported. Therefore, I recommend you generate RSA keys, to save yourself from annoyances later down the road.
As an editorial note, OpenSSH's decision to disable DSA support is a bit puzzling: 1024-bit DSA keys have approximately the same security as 1024-bit RSA keys, so it's not clear why OpenSSH disabled support for 1024-bit DSA keys but retain support for 1024-bit RSA keys. (OpenSSH still supports RSA; it has a special check to disable RSA keys that are 768 bits or shorter, but for DSA, it just disables all DSA keys, regardless of length.) Also, OpenSSH used to support DSA keys that are longer than 1024 bits in length; it's not clear why support for them has been disabled. Oh well, so it goes.