In a chemical rocket, the propellant is the reaction product of the oxidizer and the fuel. Typical liquid combinations are hydrogen and oxygen, methane and oxygen or jet fuel and oxygen, but many mixes are available. Monopropellants are also possible combining both oxidizer and fuel in a single mixtures. Solids can also be used.
Nuclear thermal propulsion
Nuclear or Solar Electric propulsion
For Ion thrusters, an easily ionized gas is preferred. Vaporized liquid metals are good candidates. As for nuclear rockets, the lower the molar mass the higher the exhaust velocity. However, as electric engines work on ionized gases, the ionization energy of the propellant adds complexity to the engine and favors elements that are easy to ionize. The nobles gases, such as Argon, Neon Krypton and Xenon are all usable, with Xenon achieving the best propulsion properties for many missions.
Other types of propulsion
A cold gas thruster will use compressed gas to feed small thrusters used for maneuvering. The propellant is usually nitrogen.
A steam powered rocket uses the expansion of water into steam to provide thrust. Water is the only propellant involved. The energy can come from a nuclear reactor or solar concentrators.
Mass drivers can use magnetic fields to projects magnetically suspended propellant masses to propel a vehicle, or alternatively use some form of mass driver to capture high velocity mass sent from another mass driver. The second form of mass driver can sidestep the rocket equation and can be seen as a form of externally powered propulsion.
Propellant production on Mars
On Mars, propellant can be produced in-situ from water and/or CO2. Argon and other noble gases from the atmosphere could be used for NEP or SEP.