I don't have a single favorite book. However, my favorites are:
Non WoTC:
Advanced Bestiary (Green Ronin): Lots of templatey goodness
Psychic's Handbook (Green Ronin) : In terms of mechanics and flavor, this is what I want for mental powers.
Book of Iron Might (Malhavoc): Unlike TOB:Bo9S, I like the mechanical approach to maneuvers presented in this book.
WOTC: I am generally not a big fan of WOTC supplements. I disliked ToB, PHB 2 (except for a few minor things), MM III-V, Weapons of Legacy and a bunch of other books. However, there are a few that I do like . Of those I do like, two really impress me-- Unearthed Arcana and Fiendish Codex.
Unearthed Arcana : Definitely the most useful 3.x non core boook. It contains many good options that have really help me tailor the game to what I want. My favorites options include
-environmental races
-class variants: barbarian hunter, battle sorcerer, cloistered cleric, fighter thug, martial rogue, wilderness rogue, urban ranger
- favored terrain
-action points
-weapon groups
-generic classes
-spontaneous divine casting
-spell points (with the vitalzing option)
-armor as DR
-massive damage threshold variants
-wound and vitality
- death and dying where character's make Fortitude saves once they reach 0 hp to avoid dying or instant death.
Fiendish Codex I: Hordes of the Abyss. Just sheer fiendish goodness from cover to cover unlike UA which , despite so much useful content, I find flawed in some areas. Some options were not fully fleshed out (deliberately according to one designer). I felt class based defense and the injury system were poorly done, background to be done in a way that was not as useful as it could have been and failed to take into account class variants presented in UA,. Then, there were some options that, based upon my tastes, were wasted space that could have been put to better use (but they are also options which I know that others enjoy).
