I used rayon briefly; it helped me learn how to wick, since you need a real lot of it, really stuffed into the coil, unlike cotton, which needs very little -- when I first started making my own coils, I always tended to use too much cotton, causing dry hits, so rayon helped me a lot when I was learning.
HOWEVER... if you ever get a dry hit from rayon, you will want to amputate your tongue and nose, it's so horribly ungodly FOUL. After that, I could no longer use rayon at all, all I can taste from it now is that horrible dry-hit taste.
I use Shiseido cotton; to me, it's the best organic cotton available, because it's jsut the right size for the wicks I need, and I LIKE that it does seem to be bleached -- with peroxide, not bleach -- because the pure white allows you to see easily when gunking is getting to be a problem -- it becomes brown. KGD is kinda off-white and has black specks, and that's not workable for me, with my high-gunk juice. Shiseido also has a MUCH shorter break-in than KGD.
Andria