I won't give a shameless plug for RhinoPlastic on this thread, lol. RhinoPlastic is almost TOO easy to turn and get a good finish and I like to push limits of what's possible.
The most challenging and beautiful thing I have ever turned is Alligator jawbone. It is too hard to use non-carbide tools, it can fly into splinters while turning, it stinks like deathand you will have to shower after turning it and your shop will stink for days and it is messy.
But it makes one of the most beautiful and unique pens I have ever made and the people that I give them to or sell them to, seem to take more pride in them than any other pens I have ever made.