Don't have just one favorite. At the moment it might be Debussy, since I just now listened to La Mer.
At various points in my life these have been my favorites:
Shostakovich- deep, dramatic, expressing the tragedies and triumphs of Russia
Stravinsky- The Right of Spring, say no more
Tchaikovsky- great symphonic works, immortal melodies
Bartok- Music for Strings, Percussion and Celeste is out of this world!
Mahler- expanded the boundaries of symphonic structure, favorite is Symphony No. 2 "Resurrection" Choral part is breathtaking.
Berlioz- Symphonie Fantastique
Bach- Brandenburg Concertos
Beethoven- Symphony No. 9
Haydn- over 100 symphonies
Handel- The Messiah and his Water Music
Mozart- Symphonies, operas, choral and chamber works
Ravel- Bolero, and his tremendous orchestrations of Mussorgsky's Pictures at an Exhibition and Night on a Bald Mountain
Rimsky-Korsakov- Scheherazade