Hello Tobi,
there are incredibly many different variants, and each has its proponents. I personally like wall constructions where the functions of statics, insulation, and weather protection are structurally separated from each other.
On the inside of the wall, I would generally prefer a sand-lime brick over all others, as it has the highest compressive strength, allows shelves, etc. to be attached very well, achieves the highest sound insulation, and stores a lot of heat (cold). Disadvantage: almost no thermal insulation properties.
For the exterior cladding, I would always favor a facing masonry.
Then a cavity insulation must necessarily be installed (e.g., mineral wool).
The worst variant for me is a monolithic wall construction made exclusively of aerated concrete. Depending on the requirements, normally no additional insulation is needed here (KfW 55). A significant disadvantage from my point of view: hardly any soundproofing due to the low mass, hardly any heat storage. Furthermore, heavy objects can only be fixed here with chemical anchors.