I have only worked with 3 steels so far, 5160, o-1 and 1084/15n20(one piece). The 5160 I found the hardest to work with, but the finish product turned out well. O-1 was easy to shape into a knife, but its just went out for HT this week so I don't know how it will be to finish. The 1084/15n20 is ready to go and was just as easy to work if not easier than the O-1, but it is going to take more steps to finish properly. As for steel I own in pre made knives I would have to say D2 and 154cm are my favorites to use, d2 take longer to sharpen but once its there I can forget about it for a long time. The 154cm doesn't hold an edge like d2 but its not that far behind and sharpens a heck of a lot easier.
I am thinking the next steel I order will be cpm154 like Knifemaker.ca said to give a go at some folders and stainless fixies