North Texas Zone 8a
What is the very best natural mulch to use in beds?
Is using natural mulch better than using artifical mulch?
There isn't a "very best", though there are some materials that are great and some that aren't. I use wood chips because I can get clean loads dumped for free by a couple of tree companies that produce chips in the size I like. I've also used pine bark and pine straw and fall leaves. Lots of people use compost as a mulch, but I have found that it doesn't last long enough on the surface to suit my lazy self. Very beneficial as a top dressing.
Natural mulches are certainly best. They eventually decompose, returning elements to the soil. They buffer the soil temperature, keeping it cooler in the summer and warmer in the winter. They reduce water loss by evaporation, aid in soil/atmosphere gas exchange, assist in water percolation, and prevent wind and water erosion. These mulches create a vastly improved environment for root systems and soil microorganisms.
I don't know what kind of artificial mulches you are thinking of but whatever they are...they won't improve the soil.
My personal feeling is that we should use whatever natural, carbon based source that is most available to us.