Some people gawk when I tell them this, but I prefer all of my necks to be sanded down with no finish on them. Personally, I like the back of my neck to feel kinda like a drum stick so I don't have any resistance when I play.
As for the shape, I am pretty open minded. I prefer a compound radius, 11/16 width and a Thin C. I was blessed with big hands, so it doesn't really matter to me. Medium C, Wizard, whatever. Also, always always always maple as the base wood (and usually the fretboard). Big frets too, please.
+1 - for this post. It's great hearing people talk about their preferences as I compare it to my own. About to create a super strat with either Musikraft or Warmoth. Haven't decided the neck profile I want yet!