I love silicone the best, mainly because most silicone toys are soft and easy to care for. I like glass, too, but you have to be a lot more gentle when you play with glass, or you might bruise something. >_O You also need to check for scratches or fractures before you play, just to be safe. Not a problem with silicone.
I also enjoy plastic, because it's lightweight and transfers vibration really well. Plastic isn't going to last as long as silicone or glass, but at least it's cheap.