ES is the best if you want to trade size, but it is the most choppy of the stock index futures, since it is popular with delta hedgers.
NQ has little back and fill, and it can move. It trades a lot like the Russell, which I don't trade anymore. The Russell was pure joy to trade, but was starting to see problems with fills in the summer of 2006, so I had to stop trading it.
I also like CL (crude) but be careful around reports. Massive slippage if you are on the wrong side (I just step aside before). If you like NQ or the Russell, you will love trading crude.
I used to trade YM, but stopped because of the unreliability of the CBOT.
I trade trend with NQ, support and resistance with ES. If the stock market seems particularly choppy, I'll just trade crude. If crude is choppy as well, I'll take the rest of the day off.