Twin Lead Shielded

Just used plain coax of any type - RG58, RG-59, RG-6 or even a thin RG-174. The improvement vs. the internal antenna is so much that a little loss means nothing. If you're very picky, then you can add a BALUN between the antenna and the coax.
Just one word of caution. An extrenal antenna picks up a lot of signals, which some tuners cannot handle. This has to do with the design of the front-end circuit.
Many tuners are designed for maximum sensitivity, assuming a poor antenna. As a result, they may easily overload when connected to an external antenna. You will know it very quickly if you live close to a high-power FM transmitter...

Shielded 300 ohm twinlead used to be sold by radio shack. I used it for many years and it did a super job of eliminating noise from ignition of nearby vehicles. This was in a fringe reception area, and I wanted to avoid any loss of signal due to a 300/75 transformer. The shield was left floating: not grounded at either end. Modern FM tuners take a 75 ohm antenna connection, so you are going to need a transformer anyway. I have recently installed a small lower down FM antenna, with a mast mounted RF amplifier and 75 ohm coax, and it works as well or better that the old antenna with the shielded 300 ohm twinlead..

Serus...My FM tuner (Luxman T14) can't be overloaded because the gain of the input stage RF amplifier is controlled based on signal strength. I don't know how common this is in other tuners.