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. :)
Shadowrun. I love the idea and most of the mechanics. But all of these editions, all of them confusing and too crunchy for the lack of competent editing... Except Anarchy. I'll probably get around playing that one. Now if I could only get my hands on a physical copy...
Also Amber Diceless Roleplaying Game. I love the source novels, while the mechanics of the game seem like a lot of fun. But physical copies are worth a fortune and it's not easy finding a group who would be down with the setting. I might be able to give Lords of Gossamer & Shadow (Diceless) a go, though.
Anarchy is the only version I play now. I can recommend to read it.
Shadowrun really has been mishandled by Catalyst. :/ You also get big Shadowrun fans who genuinely love the setting actively discouraging people from using the rules sometimes. "Shadowrun is great, but it sucks, so if you want to play Shadowrun (which you should!) avoid using Shadowrun." :P
I've also heard Amber come up a bunch over the years. I keep meaning to check it out.