That depends on the dynamics in the family and the nature and extent of your assets. In some cases, it may be appropriate to appoint a family member; in other cases, a neutral third party or trust company is preferred. It is generally not recommended to appoint family members or friends who do not live in the jurisdiction.
The executor should generally be a mature person that you trust, who has the required skills and ability to deal with your family and with the assets that form your estate.