My answer has the caveat that it wouldn't be true if the E-classes existed on their own, because in most cases I look at an E-class and say to myself something similar to, "hey, there's some cool stuff there that the Knight gets--but I'd still rather play a Fighter (i.e. Weaponmaster) given a choice."
So, with that in mind, my favorite E-class is the Hexblade, followed closely by the Cavalier, because those are the E-classes where I'm about as happy with various E-builds as with the parent class. (And yes, I really do like Arcanist better than Mage--at least in terms of abilities. The name "Arcanist", on the other hand....)
t~