Heartily agree with the brioche and challah. Thickly sliced and dried out for a bit so it soaks up a good amount of batter and becomes creamy and luscious custard in the middle when cooked.
+1 on brioche. During the holidays, I use eggnog in place of plain milk, add nutmeg, and sometimes a touch of rum. Nice kick and delicious flavors, especially with warm Grade B maple syrup.