I do have one favorite, but for the sake of not sounding biased over by fanboyism or geekdom, I will list my favorite 6 films of all time;
The Dark Knight. Fight Club. Requiem for a Dream. Donnie Darko. V for Vendetta. Eternal Sunshine of the Spotless Mind.
Those films have touched me in numerous ways (even dirty), they speak to me on many levels, and I am instantly drawn to them and cannot look away if one is on TV. Besides the 6 listed above, I have oodles of other films that come close to making my list, but they lack the true replay value that the above mentioned films have on me.