It's great timing that you're asking this. We recently got through doing a big electric guitar string rundown, and picked our favorites. You know, the best strings are the ones that feel best to YOU at the end of the day, so I encourage that you experiment a bit. Having said that, we all need some guidance, so check out the ones we picked:
Best Electric Guitar Strings
There's a tradeoff between quality, lifespan, and cost. $11-12 is quite a bit to pay for a set of strings, but you might find (as we did) that it gets you the best sounding and most durable ones. Having said that, for most people out there $4-5 Ernie Ball Slinky and D'Addario XL are just fine.
This one just narrowly missed out on our top 5, but I really enjoyed Ernie Ball Cobalt Slinky strings.
If you're asking in terms of gauge, it totally depends, it's hard to recommend a gauge (unless I know a lot more about your playing style, how advanced you are, etc). That article I linked to has a write-up on how to think about selecting your string gauge.
Hope this helps :)
ps. yeah Hot Fuzz you nailed it, can't get enough of that gif lol