Water and steam just too goddamn convenient. Super high latent heat so it can move a ton of energy with a quick phase change, works at reasonable pressures and temperatures, stays liquid all the time when you want it to so pumps work, and it's so readily available as to be damn near free. Super cool!
also almost non-corrosive, non-toxic, doesn't damage ozone layer, zero global warming potential, non-flammable etc (lots of organic rankine cycle fluids fail one or more of these. tradeoff is utilization of lower temperature sources)
Very strong GWP, but it does this cool thing where it condenses when it hits colder air and falls back to the ground in liquid state, thus removing itself from the atmosphere...