I like cutting walnut because of it's nice rich brown color and it's soft. I like mahogany too, except for the sharp chips. Aromatic cedar is the best smelling and easy to cut. I kind of like the smell of oak when I'm scrolling too. The smell is different. Pine smells good, but I don't care to cut it. It's usually kind of sappy and doesn't sand too well.
I was a plastics machining specialist for many years and really like working with various nylons. They machine really nice. Acrylics look pretty, but tend to chip and crack if your not careful. The dust clings to everything. The same way with nylon. Unfortunately I got into scroll sawing long after my plastic machining days had past. Too bad, because I had access to lots of scrap pieces. They would have been fun to fool around with.
Brass looks nice and gets fairly hot when you cut it. I think brass accents make a project look great. I'm not much for cutting aluminum. It can be an easier metal to cut, but it never cleans up. You can wipe and wipe and wipe and still discolor a paper towel cleaning aluminum. I understand aluminum dust contributes to Alzheimer's disease. Whenever I polished aluminum I would get a metal taste in my mouth.
I never cut corian. I suspect it would be fun to work with.
I have cut baltic birch plywood. I have problems with it chipping. I actually prefer cutting 1/4" oak. The oak looks nice and doesn't chip too easily.