What makes it your favorite? Do you want to play it? If so, what's keeping you from doing it?
For me, it's Burning Wheel.
I bought it purely based on aesthetics back in 2008ish, then got the supplements, then Gold, then Gold Revised, with the Codex, and the anthology...
I blame it for my weakness for chunky, digest-sized, hardcover RPGs. :P I also like the graphic design, I like the prose (even if it's divisive), and it has both interesting lessons you can plug into other games (like "let it ride," letting success or failure stand instead of making lots of little rolls) and arcane systems that pique my interest (like the Artha cycle, which makes roleplay, metacurrency, skill rolls, and advancement all intersect). I genuinely like reading it for its own sake.
I haven't played it because... well, since it's not D&D, that immediately makes it harder to get people interested, sadly. It's also a bit daunting, given its reputation as a crunchy system. But I have a group of players interested in trying new things, and fewer other games calling for my attention, so hopefully I'll get a chance soon. :)
I collected nearly all the books for a long time and love the setting, but I've rarely been able to play it. I have heard there's a version called Savage Rifts that has better mechanics, but I've never looked into it myself.
That was converted to Savage Worlds and it's a great high adventure system.
Friends of mine have played both and prefer Savage by farrrrrr.