The softer-textured ones feel really nice. The slick ones make sense for their purposes, but like when applying lube to the (sleek and slick) Silks, it tends to not stay on as well as it would with the unslick surfaces.
I love Tantus, period, but when it comes to textures, I do prefer a matte surface. Not only does it hold onto lube better, but it just feels better overall.
I used to be a bigger fan of the glossy silicone, but I can't help but feel like it's "squeaking" in and out of my butt as I use it... Matte toys are more natural feeling to me. (Especially the lovely O2 specimens!)