Bricks, Crystal, Fire, Pink and Dirt.
Almost all my best levels are designed in Brick style(such as Castle Of Oblivion, from Ultimate Challenge 5), or harder versions of Brick style levels(such as The Blasted Road To Lemming High, from the Fewer Builders Challenge).
Crystal is the most commonly overlooked style. For some reason I don't like big levels using it, but it's great for small levels - see "Without What Is Needed"(Ultimate Challenge 1 or Lemmings Plus 2) for a great example.
Fire is an interesting style. It has almost every terrain piece shape you'd need. One of the more overlooked but quite good Ultimate Challenge levels, "The Three Lemmings", uses Fire style for flat platforms, while another one, "Dungeon Of Oblivion", adapts the Oblivion trick into it. The possibility for this style is almost endless.
Pink, I can't really say exactly why it's cool. The colour, maybe.
And Dirt. Although I don't really find it suitable for hard levels, it's pretty much the only style that is good for making any shape without it looking like it's made of blocks.
