I prefer films that are made in all the formats I shoot. Some may be different emulsions in different formats (like TX in 35mm and MF, TXP in MF and sheet film, and there used to be TXT sheet film, all called Tri-X), but even in those cases, they're similar in their overall tonality and spectral sensitivity, so having one film across formats can give your work a kind of tonal unity, and I like that.
There are films that I don't often use, but would if they came in sheet sizes, like Delta 400--beautiful stuff, but I don't want to be working on a project that involves a combination of medium and large format and have the rollfilm looking radically different from the sheet film.