I've played on concrete, "natural", asphalt, crushed recycled shingles, sand, bark chips, gravel, and rubber. Concrete definitely looks the best, but I prefer natural hard-packed dirt by a small margin...mainly becuase it allows easier rotation and doesn't change much when wet (ONLY if the ground is packed well). Second favorite is probably concrete.
My least favorite is sand or bark, with asphalt coming in right behind those. Sand, gravel, and bark move too much beneath my feet, and asphalt (which my home course uses) gets VERY slick after a slight rain.
Anyone thrown from one of those new Vibram teepads? I think Maple Hill is the only course that has them right now...