Personally, the one I found the most interesting us the Tleilaxu. They have evolved into truly alien entities, with sinister intentions and very dubious ethics that seem to make perfect sense to them. Through developments like gholas and axolotl tanks, they touch on the concept of using technology for very disturbing goals where the means justify the ends (in their opinions). I feel like they are a dark reflection on actual, real life humans. The Harkonnens are the obvious villains early in the story. But the Tleilaxu are in many ways more dangerous and insidious, but in a more subtle way.
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The people living under the Atreides on Calidan are the only ones that have half decent lives while still living under an authoritarian dictatorship.
The spice smugglers are probably the most free people in the books.
Being a facedancer late in the books would be fascinating if one could be truely independent and free.
Choosing a most fascinating group is like choosing a favorite ice cream—I can't do it. All are fascinating for a multitude of reasons, many of which have been touched on in the comments so far. This is one of the many reasons why these books have stood the test of time. The social groups, along with the worlds and universe are just so well developed with plenty of parallels to the human race and ethnic groups on Earth.
The Fremen are the most interesting in my eyes. It helps that we are introduced to them through the Atreides lens, so everything seems so strange and alien. The way they respect the desert, worms, and water scarcity is hard to imagine for the reader, but becomes internally consistent with how the Fremen operate. In Messiah that breaks down a bit, as the water scarcity foundation is ripped away and the Fremen lose purpose. They're initially framed in a positive light (freeing Dune from the Harkonnens) but the jihad and religious fanaticism show their ignorance and weakness the following books. Still though they are just AWESOME
Probably the Honoured Matres because of what they are and their rivalry with the Bene Gesserit but also the insight into Herbert's mind lol.