what is the best type of sealant for cementboard?

I'm not sure what you mean by sealant--cement board is designed for your application without any sealant, and if it is sealed, the tile mortar isn't likely to stick as well. For a shower surround, you should use a layer of tar paper (at least 15#) behind the cement board. Make sure you install the cement board with the rough side out. The joints between pieces of cement board should be taped with fiberglass mesh tape and covered with thinset mortar, which is the same product you will use to set the tiles (attach them to the wall). Thinset is sold as a dry powder and mixed with liquid--an acrylic-based additive is recommended for bathroom installation, rather than water. There are a few different formulations of thinset--make sure the store you buy from knows what you are doing and recommends the right type. In my experience, local hardware stores are much more knowledgable than the big box chains.

When i did my bathroom, they didn't mention a sealer in any of the books or stores. We used clear caulk between pieces of cement board and in the screw holes. To date, we have remodeled five bathrooms successfully.

There is a tile cement that is made just for that. I'm sorry I can't remember the name of it but any Home Depot, Lowes or even Wal-Mart should have it as normal stock.