I made well over 100 gate jumps in EVE today – moving mission loot back to my home base, and doing an overdue datacore run.
My favoured datacore hauler is the Exequror cruiser. Without expanders it can carry 900m3, can be fitted with a reasonable tank, and a mixed of Inertial Stabilizers / Nanofibers / Warp Core Stabilizer in the lows. With expanders it can carry 1,865m3. With expanders and T1 rigs, that increases to 2,837m3. It also seems to get ignored.
For quick & small volume hauls, I like the Interceptors with high warp speeds (the Ares, Malediction, Stiletto or Raptor). Rigged appropriately, they can cover 19.4au/s, which compares favorably with your standard fit Iteron V (at 4.5au/s) or Obelisk (0.8au). Assuming you are manually flying, they are only at real risk whenever undocking from a major trade hub station.
For large hauls the Iteron Mark V reigns supreme, taking 25,270m3 unrigged, and 38,433m3 with T1 rigs.
For huge loads, the Freighters come in next. They are however extremely slow to manually fly, and take an age on auto pilot. If I can get away with it, I prefer using an Orca (which has the added bonus of having a corporate hanger, which can’t be scanned).