I've used:
PLA
FolgerTech Hunter Orange PLA - Gives beautiful prints but does not like to stick. Tried painters tape, hairspray and elmers glue stick. Sometimes sticks with hairspray or Elmers but only on prints with enough surface area against the bed. Super cheap at $13 a kg (before shipping). I ordered it with my printer since it didn't add much to the shipping that way but don't think I'll buy more.
Hatchbox Purple PLA - Nice and cheap off Amazon for $23 delivered when I got it. Printed great, adhered to glass great with a bit of hairspray or elmers gluestick. Color was more pink than purple. Only complaint is price has gone up (but come back down) and availability of most colors is spotty.
"Hatchbox" Black - Ordered off Amazon (Sold by "Firesale merchant" fulfilled by Amazon), was actually sent eSun - decided to try it anyway. Hands down the worst filament I'ver had any experience with. Absolute trash. Later found the date code and it was a year old, but inner bag was still holding vacuum. Would not stick to anything, seemed fine but after every print it would get brittle for a few inches above the extruder and snap off. Then seemed flexible again. But every print done with it fell apart after a few weeks. Layers stayed adhered but they would develop cracks across the layers - even prints that were just sitting not under any stress. Wish I had sent it back when it wasn't the Hatchbox I had ordered.
Atomic Filament - Cinnamon Red - color is more of a reddish brown than a red...but was just what I was looking for because I'm using it to print a
Hovalin for my wife. Prints great, adheres great, made in the USA by someone who has been involved with reprap for a long time. Not the cheapest but very high quality. If you go to the reprap IRC channel and ask about atomic the bot will give you a discount code that makes the price not much more than Hatchbox when you buy 2 or more rolls.
Maker Geeks -
Various colors - Yellow, two different whites, two greens, translucent red, urban fossic, and a few others. Prints hotter than other PLA's some colors as high as 235c! Had issues with it acting like it was clogging in my nozzle with my all metal e3c v6 hot end. Was able to solve them by adding a bit of paper towel with a few drops of vegetable oil held around it with a clothespin before it goes into the extruder. Since adding that haven't had any issues. Adheres great with hairspray or elmers...supposedly adheres great even on plain glass at 60 but haven't tried since I usually have hairspray or elmers on my glass anyway and but can't be bothered to clean it off and like the extra adhesion. Made in the USA and dirt cheap if you don't care about color and get their grab bag. Usually $15 a kg but you have to buy 2-4 spools to get the cheap price. I've been doing their maker box which is a $30 a month subscription and you get 2 mystery rolls and a tool every month - has been a great value so far. Dec box had 3 spools (they weren't full kg's but still more than 2kg's between the three) And Nov included a bonus small spool of their maker flex. I've heard not so great things about regular orders from them - they don't always have the stock they claim and it can take forever for them to fulfil. But their grab bags and maker box's are a great deal IMHO. Update - 12/28/18 - STAY AWAY, I've had more and more issues both with their filament and their business practices. There's a reason they have an F rating from the BBB.
ABS
FolgerTech Pink ABS - Worst ABS I've tried. Super stinky, warps like crazy, doesn't adhere to much of anything including itself resulting in weak layer bonds...it's cheap but that's all it has going for it. I still have most of a roll. Every few months I try printing with it again to see if my additional experience helps...still prints lousy.
Hatchbox green ABS - Little stinky, but it's ABS. Least warping and best adhesion of just about any ABS I've tried. Great color, prints super easy and smooths great with acetone fumes. Other than being ABS no complaints.
Maker Geeks ABS - some camo green color. Came in the first maker box. Lowest odor of any ABS I've tried. Still ABS. Stuck ok with hairspray but had to make some abs juice for trickier prints. Some warping but again it's ABS and I'm just not a big fan of ABS in general.
PETG
Atomic Filament - Royal Blue and Gunmetal Grey. The Royal blue was translucent while the grey was solid. Both printed great and adhered to hairspray (my favorite bed prep) wonderfully. Somewhat pricey but made in the USA by a great reprap supporter and the coupon code I mentioned earlier makes it more affordable. The Royal blue was a "B Quality" spool but still printed better than most other filaments I've tried. Great stuff.
Maker Geeks - Turquoise, Bomber Jacket Brown (looks like black but very slightly translucent with a reddish tinge), and Glow in the dark. All printed great with none of the minor issues I've experienced with their PLA. Most of my MPCNC is printed in the Turquoise and my UMBQ Quad was printed in their bomber jacket brown. PLA does take some extra work to get printing well at first but is well worth the effort IMHO.
Nylon
Taulman 910 - Nice stuff but so expensive I've only done a few simple test prints in it and am scared to use it for real. Super strong. Like, almost hurt myself trying to pull apart a single wall test print. But not very stiff - it can flex and bend quite a bit which gives it a lot of it's toughness. Needs an all metal hot end due to the high temp requirements. Wonderful stuff if you can afford it and the lack of stiffness isn't an issue.
String Trimmer line - $7 off amazon. 1.6mm string trimmer line. Prints translucent blue but available in other colors. Prints horribly out of the bag due to moisture absorption. I put it in a ziploc with some desiccant and set it out in the sun for a few days. After that it prints almost as well as the Taulman but not quite as strong and still has a few issues that appear to be due to residual moisture. Need to try drying it in the oven at low temp to really dry it still. Worth experimenting if you're on a budget and have an all metal hot end and want to print Nylon but can't afford Taulman Nylon.
Flexible
Hatchbox TPU - Fun stuff! Really strong, but flexible. Almost as hard to break as the Nylon because it stretches so much before breaking. But still surprisingly stiff when printed densely. Strings a lot when printing and retraction is tough to use with flexible filaments. Needs an extruder that keeps the filament constrained between the drive gear and the nozzle. Can't use supports unless they're in another material because it sticks to itself so well you'll never get them off. Great deal for the price. Wish I had tried it sooner.
Maker Geeks TPEE - Have a sample roll but haven't tried it yet so no comment. Need to load it up and give it a go but since I only have the smallish sample roll keeping it sealed until I need to print something flexible again.
Think there are a few others I've tried as well but can't think of them off the top of my head right now
Overall I love PETG as my favorite filament. It's tougher than PLA but easier to print than ABS making it a great all around. PLA is still nice because of it's stiffness and ease of printing...but it's also brittle which can be an issue. TPU is great but the flexibility limits what it can be used for. Nylon is even nicer than PETG...but the price means I'm saving it for something really special. ABS...nice if you have a heated or at least enclosed print chamber and are doing artistic stuff where dimensions aren't as important as being able to smooth it with an acetone bath.
I've mostly got the Maker Geeks filament because of their killer deals. The PLA has given me some issues but I've worked that out with my oiler setup. I did have one roll of PLA that was horrible tangled on the spool...but it was the exception and I've used quite a few other spools of their PLA without seeing that issue again.