I'll eat any ice I can get hold of, basically. But my favorite is to buy it in a bag from the store - the really clear ice that is usually starting to melt by the time you get it to your freezer. I actually keep a hammer on top of the fridge, and I use the handle of the hammer to keep the ice broken up. I like to soften the ice up with spring drinking water. Sometimes I can't even wait to pour the water, though, I start eating the cubes even before I add water to the (big!) glass I use.
I have an icemaker at home, but it can't keep up with me. I use auxilliary trays to keep the icemaker full. My family knows that if we are running low on ice, they'd better save it for me!!