PGM=SORT or PGM=ICEMAN are the better choices. They will always invoke the sort product (DFSORT or Syncsort) installed at your site. SORT and ICEMAN are shipped aliases/entry points for both products.
PGM=SYNCSORT is a Syncsort-only entry point. DFSORT does NOT ship an alias/entry point of SYNCSORT. If your site has DFSORT, your System Programmers would have to install SYNCSORT as an alias in order for PGM=SYNCSORT to work (some shops do this, but some don't).