However, there's one thing that is slightly bothering me:
Not all energy types are equally useful. I've recently read the E1 module 'Death's Reach'. It's selection of monsters is a bit ... one-sided. Almost every monster in this adventure is vulnerable to radiant. That's imho bad design, but it's also something that can easily happen if you're trying to have a certain theme for your encounters in an adventure.
Given the choice between two powers, one dealing radiant damage and one dealing, say, cold damage, I'd always pick the radiant one. At the opposite of the spectrum is probably poison - lots of monsters seem to be resistant or even immune to it.
In other words: The inequality of energy types is a remnant of system mastery I could do without.
I also find it puzzling that untyped damage always seems to be the best choice. Nothing is resistant, vulnerable or immune to it specifically (i.e. there's resist all, of course).
As others have pointed out, there's some balancing effects going on that help out with this. That, and many powers have rider effects in addition to the typed damage.
In the example of fighting a lot of undead though, yes, lots of radiant damage will be beneficial. However, I bet there will be quite a few of those undead enemies that use necrotic or cold powers, which aren't as easy to gain resistance to as say, fire. So, while you'll be blasting away with radiant damage, they might be doing things like hitting you with nasty necrotic attacks that you have no defense against. Or alternatively, the adventure might include a lot of hard hitting brutes or enemies of higher levels because a party with some radiant damage will be able to deal with them easier than if they were mundane creatures.
As for which damage types are the "best", that's complicated. There was a damage resistance chart for the MM1 on EnWorld awhile back that broke it down, and if IIRC it went something along the lines of Force/Psychic, then Acid, Radiant, Thunder, Cold, Lightning, Fire, Poison, Necrotic? Or something like that...
Even still though, sometimes you get surprised. When I rolled up my Dragonborn Fighter I went with Acid damage for the breath weapon and said to my group "Because nobody resists Acid!", and then of course we promptly ran into a group of Acid resistant Kobolds in the second encounter of KotS.

So even though one damage type might be the least commonly resisted type in the MM, that doesn't mean your DM can't make an encounter or two full of monsters resistant to that damage type.