Pistacio: Not only is it green, ice creamable and delicious but popping shells is a wonderful pastime.
Almonds: Roasted specifically. I love biting them in half at the natural middle. Great tasting and healthy.
Peanut: Technically not a nut but well deserving to be on the list. As butter (enough said) with honey and bananas on fresh wheat bread, or surrounded by milk chocolate in a thin candy shell, or cracking 'em at a ball game and throwing the shattered shells down without looking where they're falling.