I enjoy most coloring books, whether they're for kids or adults. There's no specific brand or theme I prefer- I like them all!
I only ever use color pencils in my adult coloring books, and crayons in ones meant for children. I tend to stick with Crayola since its cheap and I get so many colors in one pack. Sometimes I use Prismacolor pencils, though.
My favorite coloring books I own would be the My Little Pony ones, of course! I also have one all about cats. I'm currently trying to find the Percy Jackson and the Olympians adult coloring book.