To be honest, this isn't so clear-cut and is a little to do with personal preference.
If you are working by yourself then autonomo is certainly the way to go for a "small business".
If you plan on employing people then I think the SL would work better as I don't think as an autonomo you can actually employ anyone, but you'd have to check that out as I'm not 100% sure.
Setting up an SL, you need to deposit around 3000 Euros in an account to set up the business. You can then use this money but you do need it up front to incorporate the company.
Tell me a little more of what you're going to be doing and maybe we can narrow it down....
Justin