Sg can "see" a number of the major cine-type formats/codecs, such as ARRI and so on, but doesn't work with mp4 'natively', so the mov option is actually better out of the camera if you're going directly into Sg.
If I were to transcode, I'd use probably the Cineform 10-bit YUV out of AME to prep an mp4 file for Sg. Would of course also edit easier, as the long-GOP format of the mp4 file plays holy heck with the CPU especially in large-k frame-sizes.
There's also fellow Sg user, Patrick Zadrobilek's "PrProBCC" app ... which is available from his Ntown Productions website for a few euros. You start with a PrPro prproj project file, drop it onto his app which increments & auto-saves, while changing one character in the file header so Sg can still work with that file in "Direct Link" mode. After finishing in Sg, you drop the file onto the PrProBCC app again, and it auto-"upverts" the file back to PrPro 2017 status to continue working in PrPro.
Codecs then are of course, pretty much anything PrPro can use. One caveat ... AfterEffects comps don't work, you'd need to render/replace with full-res media out of AE onto the PrPro timeline first.
Neil
Here's a recent thread on Patrick's app ...
Update: My little Speedgrade/Premiere Project Converter still works with 2017