Anything rubber or metal is fine. Leather, well, it depends -- some leather is advertised as "water resistant", and you can treat leather to resist moisture stains, too.
Given a choice, I would use the Sport band first, because it's very easy to dry off. The bracelets, both the mesh and link styles, would be next in line (most of my other watches are on bracelets, too, and they have no problems getting wet). The nylon band takes water fine, too, although it takes a few more minutes to dry out, and should be washed with soap once in a while to get rid of sweat and other buildup.
I don't take leather watch straps into water. It's doable, like I said, but why bother when better options are so easily available?