In the original game and Lemmix, yes, the Bubble tileset has no steel. Steel was added for it in Cheapo and NeoLemmix.
Bubble is definitely my favourite, since it's absolutely gorgeous when used well, although using it to its full potential is hard. Brick and Rock can be very good as well, but Brick especially has the potential to fall flat and leave levels looking very dull. Snow is exceptionally hard to use and levels will usually look dull unless you do something really exceptional with it (or blend it with other tilesets).