I like CF for the looks, but I have to admit that it's usually not very practical. As RL mentioned, you can roughen up its surface by sand-blasting it, but then you run the risk of catching splinters in your hand (at least that's what a knifemaker told me, I've yet to handle a knife with blasted CF scales).
I like Micarta, as long as it's not smoothly polished it provides a very secure non-slip grip.
Heavily textured G10 is probably the most practical handle material out there, extremely sturdy, lightweight and not slippery at all.