My favorite is probably Rose. I do love Capt Jack and Rory to a lesser degree, but I will always love Rose and the Doctor together, particularly in the Bad Wolf arch when she is possessed with the time energy. Rose was my first companion, she got me interested in the series, plus I really wanted the Doctor to just give it all up and grow old with her. *sadface*
And this brings us to the great question: does Doctor have any bad companions?
Personally, I dislike Donna. I think she's bossy, annoying, and very temperamental. I don't think she treats the doctor very well, either. I am also not a huge fan of Amy, though I think she does have some redeeming qualities.