I don't have a favorite but a couple.

From Hybrid Theory:
Crawling
In The End
Pushing Me Away

Meteora:
Faint
Numb
Somewhere I Belong

Hybrid Theory EP:
Probably all. Haha.
Caraousel
Dedicated
High Voltage
It's Going Down
Part of Me
And One


Dunno in which My December is in, but I love that one as well.

From the new stuff:
Qwerty, New Divide, What I've Done, and Leave out all the rest

I haven't really listened to them much since I've gotten back into some mainstream and Spanish Pop. ):