Hello and welcome to the Arena.
I love both saran and nylon. Saran is great for sleek, smooth styles (I'd probably use it more if there were a better color selection) and nylon is perfect for waves, and curls. I think most pony customizers prefer nylon because that's what My Little Pony hair is.
Some of my favorite colors to work with are Blizzard, Starlight, Sunlight, Hematite, Bougainvillea, Daiquari Ice and Bobby Blue....There are so many beautiful colors to choose from it's hard to decide.
I love using Blizzard (matte white) mixed with translucent colors - I especially love pairing it with Hematite.
Starlight takes dye amazingly well and still retains it's sparkle.
Sunlight is great for adding subtle metallic highlights.