Aghhh! There are too many different types of roller coasters. This is tough. I can't do a top 5.
I suppose my favorite looping steel coaster is Maverick. It's a very intense ride- and quite long, too, considering it stops halfway through and launches you through a 400 foot-long tunnel.
As for steel roller coasters that don't go upside down, my favorite would have to be Magnum XL 200. Sure, Millennium Force has a fantastic first drop, but the rest is pretty "meh"... Magnum, on the other hand, has intense amounts of negative G's. In fact, I'll almost say they are a tad bit too intense... almost...
My favorite wooden roller coaster is definitely Thunderhead. Dollywood is a wonderful little theme park.
And my favorite themed roller coaster is, of course, Revenge of the Mummy.