The current recommendation is that you should use the approach most familiar to your surgeon that you are seeing. I understand your frustration as there are many different options for approach, implant type, bearing type etc.
The first thing to determine is if you actually need a hip replacement. If you are cycling and not in much pain, and are able to sleep, then you may not require one. If you have gone down this path already, then a hip replacement is a great option when the time is right.
I perform all of my total hip replacements using the Direct Anterior Approach. I choose to use it because it avoids cutting muscles to gain access to the hip. I have found with my patients that the recovery is rapid, pain is minimal, and function is excellent.
There are nerve risks in all approaches to the hip. For example, with the posterior approach, the risk is to the sciatic nerve (Supplies the ankle with movement and foot with sensation); with the anterior approach there is risk to a nerve called the Lateral Femoral Cutaneous nerve of the thigh. This nerve supplies sensation only, and does not supply any muscle. The current research shows that damage to this nerve is usually temporary, but more frequent. Whilst the rate of sciatic nerve damage is around the 1-2% mark, the risk of lateral femoral cutaneous nerve damage is around the 20% mark. Personally, I have not found this to be an issue, either functionally, or with pain.
Thigh pain is not a feature of many hip replacements, performed in any method. There are some cases where the thigh is painful after very stiff implants are inserted, due to the pain of the stem tip pressing hard against the bone. This can occur in any replacement and is not related to any approach.
The important thing is finding a surgeon that you know has good results. A good start is asking around to other patients about their experiences, as they are the best people who can guide you as to actual expectations. As surgeons, we all feel that the approach that we perform is the best one for our patients, in our hands, or we wouldn't be using them.
I hope this helps to answer your question