My favorite is the drawe your own mount thread, just because it allows me to use some creativity. Or maybe ones that are fun to see other people express creativity, such as the make an empire thread.
I suspect I could go down a list of selfish answers, my giving a bunch of threads I feel to which I contributed, such as the contest I threw, or the avatars to which I contributed.
In the end though, I find that I don't really have a favorite. I mean its a bunch of forum threads. What is there to love? If I actually loved something, it would likely be off topic like frogboy's funny picture thread. but... I had a point I wanted to make about loving threads, and I've lost it now....