The first oil I tried pulling with was Flaxseed oil just because I had some around the house. Whatever results I got were enough to keep me OPing ever after. A few months later I tried coconut also loved it. The only I have experience with is Sesame and it gave me a humongous appetite with seemingly fewer of the benefits of flax and coconut oil.
As far as results go, I get really youthful silky looking hair and my skin is more noticeably infused and oily after flaxseed than coconut. It also gives me all the oral health benefits of healthier gums, more rooted teeth, cleaner etc - with the whitening edge to coconut oil.
I personally have come to like the flavor and thickness of flaxseed oil, and I still pull with it about 50% of the time. I've just bought the Borleans high lignan type to try, and so far I'm surprised by how amazingly thick it is - though I'd probably recommend the non-lignan version for those starting out.