i often use cindy. But i dont sure does little foot have better than with a long run? may i have your opinions ?

Assuming you have all the relevant legendaries:
using jiao and/or tiernan then Thalia with the added gold to SR
have mycall but not jiao/tiernan then Frosty
no mycall, tiernan, or jiao then thalia/the exchange student.
as above but using a bunch of warps/an extended run then littlefoot
never cindy unless you have no other choice

The reason some people mention Frosty is because Mycall has an ability that can instantly cool down SR. Frosty's version packs a huge punch but also has a completely absurd cooldown, and Mycall's ability can circumvent the cooldown entirely, leaving just a single, large, stackable DPS buff.

The reason some people will say to use Student is because if you already hit your level cap and have no crusaders that make use of your gold find, then Student's and Thalia's versions of SR are effectively identical, but Student can quadruple-dip into that DPS buff.

The way "nope" ordered them is in best-case-scenario to worst-case-scenario, from top to bottom. So the top line is the best option and the bottom, Cindy, is the worst. Littlefoot has the potential to completely dwarf Thalia and Student in raw SR DPS, but she takes a lot of time/buffs to actually accomplish that, hence why she's so low. Her XP skill would gain about as fast at SR would, but Student requires none of those sacrifices to gain from her quadruple-dipping ability, and Thalia's gives gold find, which can be useful in challenges and such.