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Having previously used the (silicon) sport bands on a Watch 3, which never felt right when sleeping (either too tight or too loose) I have gone for the Trail brand with the Ultra and it is very comfortable. I sense that the Alpine and Ocean bands will create the same kind of issue for me, but perhaps these bands are a little more flexible than the sport band. I love the look of the orange Alpine band though, but in the end I am very happy to have go for the Trial band in grey/blue.
 
I suspect it is a pretty personal choice what people will like and find comfortable.
I find the Nike Sport Loop comfortable at night on my Ultra.
 
Just to be sure the Nike Sport Loop and Braided Solo Loop are not Ultra bands, right? I know they work, but it is not a matching band. I know that the 44/45 mm bands work (and Apple states this), but a friend of mine tried the Trail band with his 45mm Watch 7 and the ends stick out.
 
Just to be sure the Nike Sport Loop and Braided Solo Loop are not Ultra bands, right? I know they work, but it is not a matching band. I know that the 44/45 mm bands work (and Apple states this), but a friend of mine tried the Trail band with his 45mm Watch 7 and the ends stick out.
I own both of those bands, and they work just fine on the Ultra.

To answer this thread's original question, I find the Braided Solo Loop the most comfortable to sleep in.
 
Another vote for braided solo loop. Fits fine at the lug, looks good (IMO) with the watch and is very comfortable.
 
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