I dont have a favorite. To be honest, I cant really remember which portions of the Gospels are contained in which book (with the exception of John), so all four books are infused into one beloved volume in my mind.
* You might notice that I dont add verse numbers whenever I quote scripture.
Have you ever heard of the Diatesseron? It was compiled in the late 200's by a man named Tatian it is basicly a book that combines all 4 gospels. Its kind of the first Jesus novel.