Usually air is used. Helium is probably the best choice of the gases since several others can be dangerous to use. But, others such as neon, nitrogen and even methane could be used.
Helium is the gas used in balloons to make them float but if you don’t want them to float away you need to make sure you tie a ribbon with a weight to them.
The gas most commonly used to inflate balloons is helium. It is an inert gas that is lighter than air, making it ideal for making balloons float. Some balloons may also be filled with air or other gases such as hydrogen or nitrogen.