The answer is the same as the answer to other
permaculture questions. It depends on your climate, your
land, your work plans, and your leanings.
I'm a horseman having been riding them since two years of age. I've had one driving lesson with a nice Amish fellow, and I have a ton more about driving to learn even though I've been paid to train horses in my past.
I fear for the animals that won't be handled correctly. Please learn all that you can. An experienced older team is a great start.
Consider the amount of pulling resistance or "draft" and be realistic, for the animals sake. There is info on limits regarding plow size, soil type, and draft animal weight.
Horses and Oxen have the potential to weigh the most with mules being just slightly smaller than their horse mother.
Donkeys are of course the lightest.
Donkeys and oxen can be healthy on a lesser quality grass than horses. Also, donkeys have fewer hoof and leg problems. Last, donkeys handle the heat better and will not work themselves to death while a horse can be pushed and worked to death. Mules inherit the donkey traits. So, that's why mules were used in the cotton growing south while heavy horses were more common where the summers are less harsh.
Again, learn and take lessons please.
My favorite draft animal resources are:
www.smallfarmersjournal.com
www.ruralheritage.com