It depends on your preference because there isn’t a particular best wood. There are a few options to choose from when considering wood for rolling pins.
The most common hardwoods such as beech and maple are good value, they last long and are relatively light and comfortable to work with.
The more premium ones are usually other hardwoods such as walnut or cherry.. One wants a fine grain wood that is not too heavy to handle so things such as rolling dough is smoothed out to perfection.
The cheapest would be beechwood.