Whats the best exercise to strengthen neck?

Postural exercises. There is no one exercise that is best for the neck. For most people, there are a few that are helpful depending on if the exercises are being done for prevention or treatment of injuries. A physical therapist can teach you how to isolate the deep flexors and extensors. Postural alignment exercises (i.e. Chin tuck maneuver) are part of a functional prevention and treatment regimen.
Be careful. Be careful with neck strengthening as they can make neck problems worse. Working with a pt or trainer who is trained on this area of the body can be very beneficial. Resisted motion using a towel (bending forward, backward, to each side) can be used - trainers know how much tension to put on the towel. Rolling the neck is almost never a good thing - alwas return to neural before bending again.