Excellent question.
Favorite: Micarta, polished or satin finish
It just looks and feels nice without being too heavy.
Ideal: G10
Though the Military is my favorite knife, I like the pattern and rounded scales of the G10 Police. Even though the G10 pattern on the Military isn't as aggressive as the Police model, I still don't have problems with slipping.
Other materials that are still quite functional are FRN, if the pattern is aggressive like the Calypso Jr Ltwt. and Micarta in a satin finish. I'm suprised how well the Camillus CQB1's canvas micarta handle grips when wet. Also, kraton inserts really help an FRN handle (a la Moran ltwt). I don't own any wood, titanium, aluminum, bone, or leather handled knives, though I've used a leather-handled knife and wood-handled kitchen knives. I didn't have any problems with either, but prefer G10 for its chemical non-reactivity.