I have the Milanese, nylon, and a ton of sport straps. Personally, I like the sport for working out, even though it gets a bit nasty underneath the band, because I know I can clean it easily and don't have to worry about it getting a funky smell. The nylon is great for being out and about in the heat and humidity when you might not get quite as sweaty as you would while running, for example. And I don't care for the Milanese in warm weather because it sticks to my arm, and that drives me INSANE. It is breathable, but clingy, and I like my bands to be a bit more loose than that.