Many types of rocks can be used, and in the end what you choose is dependent on personal preference and what you can get your hands on. Some popular ones are granite, slate, holey rock, limestone, lava rock, lace rock, silica rock, and river rock.
This is a quote from the pinned mbuna topic. I use lace rock personally, but really any of these will work, you just have to look at all your options and decide what you like most.