Normal mapping will provide better resoults than bump mapping, and should nowdays be same in performance, so you should go for normal mapping.
Here is nice comparison: (image by "Z-Trooper")
a) is a bump map
b) is a parallax/normal map
c) is a relief map (normal map with self shadowing)
Normal maps itself as textures are generally bit harder to make because you will need some plugin for your texture program(I use Photoshop) to convert black and white to normal mapping multicolor texture. Or Crazy bump etc. tool.
You can find the best shader examples for DarkBASIC from EVOLVED site.
http://www.evolved-software.com/shaders/Shaders_BumpMapping.html
More info about the difference(first 2 links are good):
http://www.google.fi/search?hl=fi&safe=off&gbv=2&q=normal+map+vs+bump+map&meta=&aq=f&aqi=&aql=&oq=&gs_rfai=
