Bacterial expression (E. coli) is fastest and least expensive. It works well for structural and biochemical studies where glycosylation is not required. Mammalian systems such as HEK293 or CHO give mammalian-like glycosylation and disulfide processing. This can matter for cytokine bioactivity and receptor binding.
Glycosylation is not always identical to the endogenous tissue, disease state, or isoform. Check the host, glycoform data, and activity on the CoA or datasheet for glycan-sensitive applications. Insect cell expression (Sf9 via baculovirus) gives higher yields than mammalian systems, with partial glycosylation. It suits many structural and enzymatic studies.