In no particular order, some of the species/types I've seen people use or comment about
Buckeye burl, Amboyna, red mallee (it can have issues), maple burl, redwood, zebrawood, leopardwood, rosewood (esp the burl), walnut and the list goes on.
I confess a real love for red mallee but have heard that it can crack over time. I can verify this to be true with a pen I've made. It breaks my heart that it does this and I've really slowed down using it. I've had a couple other turners tell me about similar experiences so I know it's not just me or my relative humidity. Redwood is another one that is very pretty to my eye but the density does not always seem to be the same across a piece so I find I have to be very careful to not sand in a flat spot. Lots and lots of folks talk about Amboyna and I've not tried it. Probably something I need to try next.
Don't forget you can also dye or otherwise treat the outside of pens too. That's a whole different series of rabbit holes. Mark Dreyer has a video on some of the things he's done over the years on his youtube channel, Ten Minutes to Better Penturning