I don't really have a favourite because they're all so useful for different moods. I just love all of them, my composition technique is mainly based around them... but lydian has to be a favourite, it's so magical and floaty. Dreamlike even. I love dorian too because it has a very ancient feel to it, great for celtic music. I love mixolydian too, especially for that carefree piano-rock sound (see About to Crash by Dream Theater, just yummy), but it's also good for softer stuff. And as I'm also a big metalhead, phyrgian is a must for the heavyness ;)