I've actually owned all the band options at one point, but ended up returning both leather straps as well as the link bracelet. I also wish I had ordered Apple Watch with the sport band instead of Milanese loop.
Now that I've had the watch for over 3 months now, I can say about 90% of the time, I wear one of my 3 sport bands. At first, I thought the sport band was kinda cheap looking for the SS watch, but I've come to really like them as they look real nice, feel real comfortable, and are extremely durable.
I found the leather bands to feel way too "fragile" around water, the classic buckle, I was always on the last loop as there is no bigger size, and the leather loop I liked but it didn't breath very well and I was always afraid of sweat ruining it.
The link bracelet I liked the looks of it, but the thing was such a pain to resize, and I could never seem to get the fit right, and every now and then, I'd pinch myself on the clasp. Plus in the middle of summer, it does not breathe! Not to mention the $450 dent it'd put on your wallet.
The Milanese loop I've found to be a pain as well as I can never get it to resize correctly. I will use it for formal occasions, but I only have a handful of those in a year.
In the end, I think Apple hit a home run with the sport bands and I'd like to see them release more colors as I'd easily go and buy some more, especially navy blue, red, orange, and maybe a light blue as well. I still like the stainless steel watch as it has a nice premium heft to it and it works well with virtually any band. It would be nice to see the classic buckle come in a bigger size and more colors, if they do that, then I may reconsider the classic buckle.