The best site I could find has a sentence or two about the different types of apples. I went through it and it seems like the following are the best in terms of ability to remain firm when baked and retain flavor.

empire
fuji
gala
golden delicious
jonathan
melrose
newton pippin
rhode island greening
rome beauty
stayman winesap

The second source recommends blending granny smith and cortland varieties.
Source(s):
http://www.bellybytes.com/foodfacts/apple_facts.html
http://www.cooks.com/rec/view/0,1837,133184-245195,00.html

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Well, the Honey Crisp apple would seem to me to be the best tasting apple outside of a pie, and thus would make a good apple for the pie. However the sugar in the Honey Crisp ends up concentrating and getting VERY sweet, as a result... not good, but the shape seems to hold up well. Therefore I recommend a strong mix of Granny Smith (say 80%) for tart taste and Honey Crisp to ( 20%) for sweet taste, making a hearty and yummy sweet tart mix. The firmness of your apples is entirely related to the length of time cooking and temperature. I suggest a shorter cooking time to keep the apples firm.
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I find that the best apples to keep their shape are Cortland apples.
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Granny Smith because they will hold their shape when cooked. This is important because you want a little texture in the apple pie.
Source(s):
http://answers.yahoo.com/question/index?qid=20081108191728AAlDrXz

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Granny Smith apples work very well, because the tartness balances the sweetness of the pie. It's all about balance. Also, these apples can stand up to being baked and will keep their shape for the most part. Apples such as red delicious are too sweet for apple pies and tend to get mushy and runny when baked. So if you're looking for apples that keep their shape the best in an apple pie, Granny Smith is the way to go.

When making an apple pie, I use firm "baking" apples that don't turn to mush, but I also like the flavor of different apples in my pies. After baking hundreds of apple pies over the years, my favorites are as follows:

Granny Smith, Gala and Fuji

Pippin, Honeycrisp and Fuji

Granny Smith, Honeycrisp and Fuji

The ratio that I use is 2:1:1, meaning that I use 2 Granny Smith apples to 1 each of the other apples.

Enjoy!
Source(s):
akatoo & Yahoo! Answers

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Perhaps the best apples for any baking recipe would be:

Cortland - sweeter than Macintosh
Golden Delicious - very sweet
Granny Smith - tart
Jonagold - sweet cross b/w johnathan and golden delicious
Orange Pippin - considered one of the best dessert apples
Rome Beauty - not as sweet as most, making it better for baking than eating

That's because you want the apples to hold their shape and maintain a nice texture in the finished product.
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