Turkistans seem to be cool. They are fairly weak, run around like crazy and get all this attention, and their exoskeletons aren't very hard. They are also the same size roughly as a cricket.
Dubia are annoying to me because the first thing they do when I put them in there is run and hide under something until the day they die.
I like the hissers when they are smaller because their exoskeleton isn't so hard yet. They also like to walk around and explore the enclosure when I spray it with water for some reason. However, after they get to a certain size they are like TANKS and are very hard and strong. They also get so big that nothing can really eat them once they reach a certain size, but I guess they make cool pets?