Dedicated outlets, 10ga, and what else?

I asked my electrician for 10ga romex for my dedicated outlets, and am using Albert Porter's cryo'd hubbell outlet, but the electrician said since I'm living in a commercial building, I can't have romex. He suggested THHN (but also has I think BX available).

What would you suggest I go with... the THHN or BX? (I have no idea what either is!)