Definitely not concrete if you have an otion...
Concrete and stone are the worst options (ok, metal is THE worst and I feel than when running across some bridges here).
Even tarmac is a lot better than concrete.
But grass, dirt road, hard sand are the best.
Yeah, that's true; not many people realise that concrete is actually harder than Tarmac! Unfortunately, during the winter it can be harder to get "off road" when it's dark. But I try to get into parks and woodland whenever it's light enough. Most of my running is done on "softer" surfaces during the summer.
I tend to run on pavements, mainly because there isn't much grass near my home and, to be honest, I feel I can run better times on concrete. I know its not as good for your health as running on grass, and some people get really bad knees, but I've never had a problem. I have developed what I think is an efficient and less injury prone style for running. I tend to take short fast strides and don't lift my feet too far off the ground so there isn't a lot of jarring of the knees. I see some beginners run and they are bouncing all over the place. this really isn't efficient, will tire you out quickly and maximise the chances of long term injury.