Best for mostYale (Cramer, annotated) · 2004
Walden is dense with allusion and wordplay, and Jeffrey Cramer's fully annotated Yale edition is the one I'd start with — Thoreau's text on the inner half of each page, Cramer's notes on the outer, so you catch what you'd otherwise miss. Award-winning, and it makes a hard book open up. This is where I'd start.
Clean authoritative textPrinceton (Shanley) · 1971
Princeton's edition gives you the authoritative scholarly text (the MLA-approved Shanley edition) clean, with an introduction by John Updike instead of running notes. The choice if you'd rather read Thoreau without the marginal commentary.
Henry David ThoreauWaldentr. Free (public domain)
FreeFree (public domain) · 1854
Walden is public domain and free everywhere. Free and complete — but this is a book that rewards annotation, so Cramer's Yale edition earns its price if you want to really follow it.