Varimax is the most common method, as it allows for easier interpretation of factors.
How does it matter in statistics or SPSS whether I want to do exploratory or confirmatory analysis? Actually I had about 30 items (40 patients) measuring a chance to be predisposed to some psychatric or neurologic disorders. And we know which items we want to include to extract several factors. We are not using all the items. We want to make sure that we are making the right decision about which items go together to make a factor or factors.
In exploratory factor analysis, you're not sure what the factors are, so you measure a bunch of variables related to the phenomena at hand and see how they cluster together.
In confirmatory factor analysis, you know what the factors are, and you want to confirm it with a follow-on study.
Just a comment - a sample size of 40 is not nearly enough for factor analysis. The basic rule of thumb is a sample size of 10 per original variable - so if you have 30 variables, you need at least a sample of 300.