My favorites tend to be the little bitty nano-type gobies. I had a pair of tiger gobies (Elacatinus macrodon) who were great. Not at all colorful, but completely reef-safe, peaceful, and fun to watch. They live on the bottom and make their home in holes and crannies in the LR. They eat almost anything and hunt pods as well.
I also really like the cleaner gobies, but I've found them to be very susceptible to ich. Same goes for clown gobies, which can be hard to feed--mine have either settled in and done well, or died pretty quickly. Some people have trouble with them nipping at SPS polyps (mostly acros), but I haven't run into this so far.
The only drawback to these fish, aside from those already mentioned, is that they all seem to have relatively short lifespans. I've never had any of them for longer than a year.