Note, TS asked which water bottle people preferred, not which type of container.
As someone pointed out Camelbak makes great water bottle with a good sealing straw design. Stock, out of the box, Camelbak's water bottles are much better than Nalgene's. I don't like Nalgene's default twist top and Nalgene's mouthpieces are not as well thought out as Camelbak's.
In terms of hydration bladders, I have a lot of Camelbak's stuff, including the BFM, which is the single biggest hydration pack they make. Good stuff but I rarely use it anymore because there's a lot of manufacturers making better packs with better hydration components. Right now, I use a Hydrastorm bladder/bite/adaptor kit with TAD Gear pack/carriers.
And +1 for the guy who brought up SIGG. Great water bottles. I bought 5 of those classic/retro designed ones last year.