I'm going to go against the general consensus and say I'm not any particular fan of Fuji. The Superia line of films is a great argument to start shooting digital, to be frank. They have this garish green/magenta obsession that makes it almost impossible to get skin tones. I've also tried Superia Reala (100ISO) and, while the grain was fantastic, the colors were understated and nothing to really write home about.
I can't offer any suggestions on slide film, as I've only shot one roll (an expired roll of EliteChrome 200). However, for negative films, for outdoor work Kodak Ektar 100 is a nice, fairly high saturation but very low grained film, and being from the Professional portfolio, it's typically bereft of color balance issues if processed promptly and properly stored. Portra films are amazing; incredibly sharp and beautiful rendering of skin tones, but their non-portrait performance tends to be a bit muted with NC and a little too wild with VC (these being variations on their formulas, NC for Neutral Color, VC for Vivid Color). Also, if you can't find either of these, Kodak Gold 100 works incredibly well for off-the-shelf film. Getting harder to find now, but it's close enough in grain and color rendition to Ektar to make you seriously question the $3-4 premium you pay for Ektar (or, at least that I have to pay).
So yeah, sorry to break up the Fuji party, but yeah.
It's all about personal preference. To really know how a film performs, you need to shoot and get your pictures processed to CD and get it done WITHOUT corrections. A skilled lab technician can easily correct for Kodak and Fuji's quirks, so you'll never really know how your film is performing without getting them done "in the raw", so to speak. This is not an issue with slide film, obviously.