This is not easy to answer, as the right choice varies across the country. Both geographical location and soil type can influence your choice. However hawthorn is a basic component of most native hedges. It is also often the cheapest choice, and is relatively easy to establish.
For the rest of your hedge it is a good idea to choose species that are found in the local hedges. To get best establishment of variety, do not plant an intimate mix. It is better to plant groups or short sections of any one species so that the most vigorous does not come to dominate.
One particularly aggressive native species is blackthorn, and this is probably best avoided unless you want a thicket somewhere on the farm for home produced sloe gin. The particular problem with this species is that it suckers freely, and can invade and ruin the grassy bank at the base of the hedge.