Do you have your own pros and cons?

I think scales would be best.
Offer as much protection as fur and feathers, allow heat to escape, tick unfriendly.

But fur must be the nicest to touch.

I will always and everywhere be a fan of fur. They are so soft, perfectly laid out, so pleasant to the touch. And they protect from the cold. :) I also like wool and leather, but I don't like scales, which I consider to be some kind of weirdness because I don't know what you can get high on here. And when it comes to feathers, he treats them rather neutrally.