I've seen lots of different types of roving advertised at this point. I'm planning to make a baby blanket. I know all superwash is pretty soft. I'm wondering if one type might be better than another? Would BFL or corriedale be better wearing and less pilly or would they be too rough? Would merino be the best option?

Personally, I wouldn't use corriedale -- too rough for me. Either BFL or merino would be my next choice...the method in which the yarn is spun will have a bearing on how pilly the finished yarn will be...i.e. a plied yarn will pill less than a single.