I haven't turned a lot of different wood but my favorites so far in no particular order are ....
Olive - I love the smell of this wood, especially turned wet.
Cedar - I haven't actually turned this yet but off the bandsaw it's another pleasant smeller.
Mesquite - Cuts nice and the contrasting colors look nice. Remains to be seen how well my wet turned bowls dry.
Maple - I've only tried some dry blanks but the precise cuts obtained showed made me a better turner than I am.
Walnut - Another dry wood that I tried that gave good results piths and all.
Douglas Fir or construction grade lumber - This is what I started with in spindle training and a few beginning bowls. It was a great wood to get started on and practically the only thing I could immediately find. I still use it.
Well, these are ALL of the woods I've tried so far and truth to be told all are my favorites. What are your favorites and why?