Type: Black-and-white negative
A popular stock with students taking film photography classes, Ilford's HP5 is one of the most versatile films you can buy. It's rated at 400, but you can push it to 1600 without much of a fuss.
The grain isn't quite as fine as the T-Max stuff in my opinion, but it does seem a little finer than Tri-X, making it a nice compromise if neither of the Kodak options are doing it for you. One of the reasons its so popular with students is because of the latitude it provides. If you miss an exposure, you can typically have an easier time trying to rescue it than with some other stocks.
It used to be cheaper than it is now (like everything else, I guess) but if you like it, buying a big brick isn't a bad idea because it's not likely to get any cheaper.
Fujifilm Provia 100F
Type: Color slide film
If you search the web for Provia, you'll see that there's still some stock left in 400, but that has been recently discontinued, which means the clock may be ticking on the 100 speed stuff, too.
The Provia attracted some converts when Kodachrome went away for good. It gives you the bright colors and contrast you'd expect from a solid slide film, but it's also a little easier to work with than the venerable Velvia line. It's particularly well-regarded when it comes to greens and blues, but it's more than capable of capturing a nice portrait.
With any slide film, though, be prepared to pay a little more for the processing, which may involve mailing it off.
Type: Color Slide Film
Price: $11.69 per 36-exposure roll
Other speeds: 100
Photo: Flickr-user Sam Agnew (Creative Commons)
If you're planning on shooting landscapes or other nature scenes that required dramatic colors, Velvia is the call. It's been used by pros for quite some time, but reports of it being discontinued have caused freak outs at various points on the web.
It's not as easy to work with as the previously-mentioned Provia, but if you have a good lab and you're careful with your exposures, it's capable of some truly incredible things. Shooting it 35mm will still look good, but its strengths are really most evident when you're shooting with medium, or even large format gear. It's even currently a little cheaper than the Provia.