Bohm's pilot wave theory is interesting to me not because it is so intuitive or tasteful or something, but because it works without sacrificing realism, and thus demonstrates that the Cophenhagen interpretation (neither local nor real) claims strictly more about the nature of the universe than is required by the evidence we have. Nonlocality is established by experiment, non-realism is not. In my experience, this tends to be underappreciated (or I'm misunderstanding - please teach me if so).
I personally favor epistemological interpretations, in which the wave function models our knowledge, and the universe operates via an as-yet-unknown dynamics. Wave function collapse on measurement isn't weird anymore if the wave function represents your knowledge of the system. Thinking about it this way makes "shut up and calculate" work nicely in my head.