There is an interesting question asked here about which brand of film is your favourite. Here is my answer to that question:
I like a few, depending on the application.
A good all round cheap daily use film: Fuji Superia 200 (cheap to buy and develop, and surprisingly good quality, a little grainy but in a nice way)
Black and White: Ilford XP2 400 (cheap to develop, sharp and has great exposure latitude, unobtrusive grain)
Landscapes: Fuji Velvia 50 (expensive to buy and develop, but incredible colours and no grain)
...there are many other very competent films out there and really it comes down to what "look" you prefer. Try as many as you can, compare the results and then concentrate on getting to really know how to use those films to get your own unique look and style.
How about you guys, what do you prefer to use and why?