My favorite would have to be the bicolor angel and I don't have one now. The reason is they're royal blue and gold, my high school colors. Go Libby Loggers!!
I agree with revhtree, there are so many cool fish. But if I had to choose a favorite fish that is currently in my tank, I would have to go withty the Diamond Goby, based on personality and activity.
Mine is not the most expensive or unusual or rare. My favorite fish is the Tailspot Blenny. I love the color but most of all, I love their personality!