My favourite yarn at the moment is James C Brett "Marble". Take a look at my blog and that will be obvious. Just this year I have made a hat, sweater, shawl, fingerless gloves, a scarf and a beret out of this yarn (links below), in addition to some mittens and legwarmers last year. It's "only" acrylic but it has a nice feel to it, not cheap or scratchy. The colours are what keep me interested - there is a constant strand of one colour, plied with a strand that changes as you knit. Grey with a pink/purple, grey with yellow/brown, grey with turquoise/blue, shades of autumn, green with pink, berry with blue/green. I buy it at my local yarn store, Kelowna Yarn and Needlecrafts, and it's $5.99 for a 100g ball.
Here are some links to my knitting -
http://fourfriendsandablog.blogspot.com/2007/07/quality-knitting-time.html (scarf, beret)
http://fourfriendsandablog.blogspot.com/2007/07/at-last-finished-knitting-project-and.html (fingerless gloves with pattern)