For cultured cheeses cashew seems to be the most used, most versatile. As well as a mild flavour, the ability to form a very smooth, silky paste makes cashew popular, but macadamia blends well, too. I know the ratios of fats, carbs etc in nuts differs, but I'm still too green at this to understand what about their composition makes one nut preferable to another. If you want to leave some (or a lot of) texture then almonds seem to be popular, mostly for uncultured or lightly cultured cheeses. And I don't know if it was just my ineptitude, but my cultured walnut cheese turned out really pungent. Just learning!
Hopefully Karen, or someone else can give you a better answer.