I've played on all of the above, and gotta say, I haven't met a surface I didn't like. I'd vote for grass, as my all time favorite, as I liked the serve and volley game it forced us into. And it was very easy on the joints. But I only played on true grass once. Maybe another day it wouldn't be as fun.
I do love having variety. With indoor and outdoor converging, this month I'm playing three different leagues on three different surfaces. Very cool.