Jute and (as it happens) sisal are horrible on the hands. Cotton's got a much easier 'hand', but doesn't hold up against the elements. Hemp is, in fact, the very queen of natural fibers for ropes -- it tears up the hand far less, slides better, but still holds well. Unfortunately, natural fibers can't be rated with acceptable accuracy for bearing heavy loads. Hemp is also dreadfully expensive.

Do not ask me how I come to know all this. ;)