Down bags are the warmest, most durable and lightest - but beware of getting them wet, and be prepared for a shock when it comes to price. A few years ago I invested in a First Ascent Ice Breaker in microtex fabric. It's been an excellent choice, and is one of the most popular bags on the market. Cape Storm makes some excellent down bags as well. Treat yourself to an inner sheet 'cos you shouldn't wash down if you can avoid it.
In the synthetic range (ignoring the cheap supermarket sleeping bags), there are good bags from First Ascent, K-Way and others. Synthetic has three advantages over down - price, washability and the ability to remain warm when wet (yes, I've been there). It has the serious disadvantages of bulk and lifespan - my hollowfibre bag lost its loft and hence its warmth after about 3 years of heavy use, even though I stored it unstuffed. Basically, avoid hollowfibre if you can afford the excessive price of a good down bag.