I used to think I only liked linen wraps. I don't mind wrapless for my break cue but I always preferred a wrap, and specifically a linen wrap, for my play cue. I like the reference of the transition from butt sleeve to wrap and use that as a guide in my rear hand positioning.
I ordered a custom cue with a linen wrap and it was great and I loved it. But then a cue from that same maker came up that was the same base design (ebony points into maple w/ double green veneers) and built in the same year as my custom ordered cue. My theory is that both forearms where built at the same time, possibly as a backup to my custom order in case something happened during the build or possibly just for efficiencies sake. Either way, once I saw it I had to have it and thankfully it was for sale used. But it had a textured pebble grain leather wrap. I decided to go for it anyway and it quickly became my favorite playing cue ever and I've grown to absolutely love the pebble grain leather wrap.
This was not my first experience with leather, I've tried smooth leather and lizard grain leather before and neither worked for me. They were okay, but the smooth leather felt slippery if my hand was sweaty and just a little odd...the lizard was similar. But this kinda matte finish pebble grain on my playing cue has been the most comfortable feeling wrap I've ever used and I now prefer it over my linen. It's been my main playing cue for over 5 years now.
So my advice, find a good quality pebble grain leather and go for it.