You’ll find a brief rundown (with examples) of my 3 favourite yarns at the top of this post – I use one of those three for the majority of my amigurumi designs.
It really doesn’t matter which yarns you use – you absolutely don’t have to use the same yarns as I did to get beautiful results! When I create a design, I never mix lighter and heavier yarns within the same design, so you can substitute any yarn and end up with a good result.
See also How do I choose/substitute yarn? for helpful advice on choosing a substitute yarn.