All kidding aside it honestly depends on the theme I'm going for and what biome I'm in. For instance I'll use clay, snow, ice, and birch for modern builds, or the various stone blocks, oak and spruce planks, oak logs and glass panes for a medieval theme.
Oak planks, oak logs for the corners, and my first floor has a stone brick floor. Yeeaaah, I'm kind of obsessed with making it look nice, even on SSP. And I do like adding a gold block over my bed when I get enough gold to have my gold block, and my Pi helmet.
The Meaning of Life, the Universe, and Everything.
Planks are nice-looking, but vulnerable. Cobblestone is pretty, abundant, and fairly sturdy. Smooth stone is the same as cobble, but better-looking and harder to get. Obsidian is perfect for creeper protection, but looks odd. I guess it depends on what you're making, but my houses are usually wood with cobble flooring.
I literally just build underground. As in I will travel for days IRL just to find the perfect crossing of ravines while surviving on zombie flesh, then I will begin work on building an enormous self sustaining underground fortress.
I actually play on a server where I have done this, I traveled for 6 RL days to find a huge underground ravine system under an ocean and began my work. Two RL months later I had everything completed minus the housing district and the "magma works".