I can't say I have a favorite. I hate them all. They are extremely scary and freaky, especially the biggest of the: Dalek, Weeping Angels, Cybermen, Are you my Mummy, etc.
In all truth, the most epic are the Dalek for obvious reason. I hate the Cybermen. It's like they just wont die, neither would the Dalek, but really. The cybermen just piss me off. The Weeping angels are just plain old scary. I don't care if they try to kill you in the nicest way, they are just plain creepy and freaky and if i ever see them I will bolt like sonic.