Cherry is my favorite.
Probably, in order, my preferred are the following:
1. Cherry/GMK/BSP ABS or PBT. Nice and thick and feel and sound awesome, even if they are shiny.
2. Ducky PBT (since it's decent thickness). Imsto should beat out Ducky and it may even move to #1, but I haven't tried it.
3. Devlin J series (QWERKeys sells it and you can find it on some boards)
4. DCS/DSA/Tai Hao OEM. DCS is too thin, but not bad feeling. DSA is thicker, but the profile sometimes gets to me. Tai Hao actually feels a little better than DCS to me, but it's not perfect either.
5. Standard OEM ABS caps (Cooler Master and the like).
6. SA profile. It says something about how much I loathe it for it to be this far down. Have I mentioned I hate this profile?
7. WASD keyboards ABS. As much as I don't care for OEM ABS and as much as I hate SA profile, WASD's caps just feel so cheap to me that they take dead last.