I haven't really compared all the leaves for each type, but aside from Holly, I like any out of season bush. Unless I'm missing something, they're the only way to have shrubs without flowers on them.
I like all of them to some extent, but I'd say the blue hydrangeas and white azaleas are my favorites, just given the pure amount of them I have on my island right now! I think that both the hydrangeas and azaleas as a whole are so great because they look good no matter the season and even if they aren't in bloom.
Like, I think the holly looked super pretty during the holidays, but I refrained from even planting any of them until the snow hit the ground because I just don't think they look good without the snow imo.
I've never been into the shrubs, even in New Leaf. If I were to have a favorite, it would probably be Holly. Tea Olive would probably be second, I guess.