I'm about 50/50 between KGD and rayon. I find the rayon wicks better, so for some applications (particular coils in particular atties) it's needed. Perhaps it's just a matter of experience, but I find I'm better able to manage the KGD (getting the right amount, consistency between wicks, detecting/predicting the need for replacement, gauging saturation when vaping).
I've tried RxW and it just wasn't for me. It limits building options and I just never got the hang of maintenance.
I've tried bamboo, silica, and mesh - all more inconvenient than KGD or rayon without any perceptible performance benefit. Mr puffer above is the model of consistency (you should read his thread on his regime), while I'm a restless vaper who likes the flexibility of the "make any size" materials while I experiment.