Like cuppajack, it depends on the individual line for me, but I tend toward non-maduros generally. In fact, the only maduro I can think of off the top of my head that I prefer over a natural of the same cigar would be Padron. With Fuente (green line) it's pretty much a toss-up; I like both natural and maduro equally, but find both to be a bit mild for my taste. Every other time I've tried a cigar in both a natural and maduro version, I've liked the natural better. I don't really know why that is, but I suspect it's because some manufacturers use questionable methods for making maduro wrapper and/or don't worry as much about how the maduros come out because they're probably a much smaller portion of their sales. Maybe I'm way off here, but that's my guess.
Of course, as many have stated, there are also corojo, sungrown, and Cameroon wrappers to consider, which I suppose might be "natural," but when I see "natural wrapper" I think of Sumatra or Connecticut, neither of which I am especially fond of in general. If you want to try maduros, I would recommend a Padron 2000 and an AF 858. They are both readily available, cheap, but quite good, maduro wrapped cigars that I think almost everyone likes (or can at least tolerate). They are also both available with non-maduro wrappers (sungrown and cameroon, respectively) so you can buy those as well and compare the flavors if you wish. If you can spend a little more, or if you try a cheaper maduro, like it, and want to try more, you should try an Ashton Aged Maduro - these are very, very good, mediumish cigars.
I just remembered, I like the NC Punch double maduro / oscuro much more than I like the natural (which I will not buy again). IMHO an oscuro Punch rothschild is a damn fine $2.00 smoke. I just don't smoke often enough right now to need or want a $2.00 stick when I do get a chance to enjoy a cigar. If I ever get to the point that I am smoking more than 2 or 3 times per week I may very well buy a box of these to keep around.