It depends on what you're printing far more than on the printer. Pretty much any current FDM printer handles PLA and PETG without any fuss; for everything else it's worth checking a couple of things first.
Figures, decorations, prototypes, bits for around the house: PLA. It barely warps, doesn't smell and forgives almost anything. Its weak spot is heat: leave it in a car in summer and it goes soft.
Parts that actually get used (brackets, boxes, parts for the printer itself): PETG. It's tougher, takes more heat and prints almost as easily.
Outdoors, sun and heat: ASA. That's what we'd pick for anything that's going to sit outside all year round. You'll find it under technical filaments, along with ABS, polycarbonate and the carbon fibre blends.
Parts that need to flex: TPU. Phone cases, seals, wheels, bumpers.
Something that looks the part: silk, marble, galaxy, metallic, glow in the dark…. Nearly all of them are PLA underneath, so they print just as easily.
If you'd like to go through it properly, we've got a guide to choosing filament and another one covering every type of 3D printer filament.
