I have only had sucess with treats. Whistles and lassos has every time I used them turned the horse away from me. So my answer is treats, although it isn't fool proof. 
No I don't have an unlimited amount of treats so I only try to catch horses I find interesting for my own breeding.

Treats and patting the horse

Some things do work better than others and some of those better things can fail. IE: I've used let's say alfalfa carrot treats and oat apple. Only done one a piece but when i go back to the alfalfa one, the horse can take off.

Treats.

But each horse breed is different. 🐎🏇

As Katie said, every horse is different. there really isnt a foolproof way. Sometimes its treats, sometimes pets, sometimes everything or nothing unfortunately. I usually try for the happier horses, they tend to be easier to get