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Best for what long-term goal? If you want to make a career at GE, choose the business you're most interested in.
Best in terms of which business is currently growing the fastest and for the long-term goal of learning how to run a business. Also, which do you think the best would be for exit-ops down the road?
You're much better off choosing a business that's performing poorly and either undergoing restructuring or will in the future.
I disagree with @"reformed". @"Emphatically23" you should be more interested in the industries of the future like Oil and Gas, Healthcare, and Energy. With that being said those will be more competitive groups to get into. Then again, the entire program is hard to get into. Best of luck!
FP&A as a function in a well functioning business with steady growth goes largely unnoticed. Businesses that are being wound down or rebuilt are going to get a lot more focus from senior management, will likely have smaller teams and a greater variety of work.
Just because everyone else is chasing the sexier businesses doesn't mean it's the best approach.
I think you would be good in whatever business you choose, because the program is pretty selective. I think exit opps would be pretty similar.
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