I don't have a favorite: I like doing different things. Right now, I'm playing an elf fighter much like the gray elf duelist in the Chainmail preview section of the Dragon magazine with the halfling on the cover. So far he's only third level, but for feats he has two-weapon fighting, ambidexterity and weapon focus (two-bladed sword.) My next feat string will probably focus on getting to Whirlwind attack, although I'm also considering shooting for Great cleave.
Prior to that, I played a human rogue/shadowdancer. Before that a half-orc ranger. I've also thought of a gnome sorceror as my next character (almost played him this time around) who focuses on summoning spells.
I've also never played a monk: I'd like to do a more Oriental themed campaign where I could do one and have him really fit into the setting really well.