I like to mix it up (variety is the spice of life!):
-Nice Kaiser rolls
-Hard rolls / semils
(although a chewy bun can make eating a messy burger difficult)
-Breadsmith Country Buttertop (flaky, but soft, with a good flavor - YUMMY when toasted)
-Pretzel rolls - but I prefer these with a Sirloin Burger
-If you want to be really special, bake yer' own!