With many plexiglass cockpits, polarised glasses cause you to see a rainbow like effect, which makes it harder to see outside, as well as the problems with a fair number of digital instruments (polarised light is used in LCD technology) where tilting your head could stop you reading a screen (even if you can read it when your head is straight).
Also as someone else above says, photochromic doesn't get dark enough as the plexiglass blocks most of the particular frequency that causes the colour change.
Coloured lenses block out certain colours, so can reduce the chances of your eye picking out something in that colour, so neutral grey has been shown to allow the best lookout.
Beyond that, optical quality of the lens will also make a big difference.
I find graduated lenses work well for me - darker at the top, as it lets me have good brightess reduction while still being able to clearly read instruments.