There are two different types of fill that can be found in sleeping bags; synthetic and down. Both of these fills have their distinct advantages.
Synthetic sleeping bags are easy to wash and dry quickly compared to a down sleeping bag. They also tend to have a lower price. When compared to a down sleeping bag, they are bulkier and have more weight. Synthetic sleeping bags are perfect for those on a budget, those who want to wash the bag regularly or will be using it in very wet conditions. If you are allergic to down this filling is the right choice for you.
Down sleeping bags are filled with either duck or goose down and are generally lighter and more compact than synthetic bags. Sleeping bags filled with down typically have a serviceable life of around twice that of a synthetic bag. Generally a down bag is softer and more pleasant and will provide comfortable use in a wider range of conditions. Down sleeping bags are more complicated to clean and require a little more care. They are generally the more expensive option, but should be considered a long-term investment. Down sleeping bags are the best choice for those who need a high quality sleeping bag with the best warmth-to-weight ratio.