Generally you should pick a small treat. If you constantly reward a dog with large treats, the entire training process will take longer and your dog could be consuming too many calories
A training treat is typically a soft treat. Hard treats take longer to chew and can slow down the process.
Be careful what brand you purchase. Some of the training treats positioned at eye-level in the store can be some of the worst to feed your dog. Read the ingredients and do your research. You don’t want to feed your dog a treat with byproducts, wheat, corn syrup, etc. Zuke’s Mini Naturals or Blue Buffalo treats are great, low calorie and your dog will love them.
For training difficult tasks, sometimes a special treat is in order. String cheese or small bits of lunch meat work great!