I use a French rolling pin. The tapered ends are nice because you don't have to worry about rolling "lines" into your dough.

I have a long and rather heavy French dowel that I've had for years. I use it for everything, and cannot imagine using anything else. ;o)

very helpful comments thanks!

These answers to a recent question might interest you.
http://www.food52.com/foodpickle/2232-i-want-to-get-a-new-rollin

I bought this one (mine is a slightly larger size, but otherwise the same) 2 years ago from Sur La Table:
http://www.surlatable.com/product/kitchenbakeware/rolling+pins+%26+pastry+boards/maple+rolling+pin.do?sortby=ourPicks

It's weighted perfectly, made of nice solid wood, and still doesn't have a dent. I use it about once a week at a minimum and it's held up spectacularly well. I make and sell pies and other baked goods, so when I use it, it gets a serious workout for a few hours. What I really love about it is that while it's getting a workout, my arms aren't. It does most of the work for me because it's weighted properly.

My dream would be to own a really nice marble rolling pin. I used one a few times and loved that I could chill it to roll out pie crust and cookie dough that needs to be chilled first.