All of them work well but the fire steels are a bit easier to use than the mag bar. The trick with the mag block is to use a scraper to shave it, not your knife blade edge. Where do you get a scraper? Well, depending on your knife, the back of the blade. Other blades like an awl blade, the scraper that comes with fire steels, a piece of hacksaw blade, etc.
The other thing with the shavings is to get enough in a pile. Most people fail because they put too little together. One trick is to shave them onto a patch of duct tape which will keep the pile cohesive and won't blow away in a breeze.
I have the Swedish fire steels in every pack along with a Bic lighter, strike anywhere matches and/or windproof matches, a Spark-Lite and three or four different types of tinder WetFire, TinderQuik, cotton balls, Purell, or a mag bar.
Rather than coating cotton balls in vasoline, carry the plain cotton balls in whatever container you want (they will take a spark easily as long as their dry) and give them a squirt of hand sanitizer when ready to spark. With the Purell or whatever hand sanitizer they will burn like a candle giving you enough time to build up your fire. What, you don't have a mini bottle of hand sanitizer? Get one!
Because I usually hike alone away from my vehicle, I get a little redundant when it comes to fire, shelter, and water procurement/cooking. If you always camp by your vehicle, much of this doesn't really apply.