I've been hearing about new drugs that can help treat osteoporosis some are taken weekly, monthly or even annually. Which is the best one?

Great concern! This is best determined by your personal need, current medical condition and "risk". After your screening, family history and medical history review -you and your clinician may seek what works best for you. Often the 1st choice may not be suited for your individual profile.
Consult. The drug is chosen based on your age and bone density. A consult would help determine what alternatives are available for you.