Jam with as in playing with somebody playing an instrument or jam on that instrument yourself?
I like to jam on the drums most
I like to jam with bass guitar, its easy to get some really good, deep grooves going with a bassist. There is no need for complicated rhythms when you have something solid so it just plays itself and its a great feeling, it sounds great, too, with that amazing groove. I'm sure most of us here have experienced this, so I won't explain anymore, but I think the experience is easier to come by when jamming with a bassist.
Other drummers are cool, too. Adding onto another guy's beats is really fun, you just build off each others' playing, ya know!