There is a "last edition", the so-called Bordeaux exemplary, with annotations from Montaigne's hand; then there is a later, posthumous edition which is the basis for most modern ones, but has been modified by his family on some important points (in particular politically or religiously sensitive ones).
You can also go with "La Pléïade" version, however it's based upon the posthumous version, and in typical Pléïade's fashion, punctuation is altered/modernised from the ancient versions.
I've read both and my advice is to go with the first, cheaper one :)
Arguably this "last edition" is the best one: https://www.puf.com/content/Les_Essais_Livres_I-III
You can also go with "La Pléïade" version, however it's based upon the posthumous version, and in typical Pléïade's fashion, punctuation is altered/modernised from the ancient versions.
I've read both and my advice is to go with the first, cheaper one :)