I've capture all three at one point, if I remember correctly.
Toughest to catch would likely have to be Articuno; it was rather difficult to get through Seafoam Island, first and foremost, as there seemed to have been a lot more wild Pokémon than usual, and on top of this, Articuno's capture rate seemed to be pretty low when I had encountered. I've made sure to get its health down, paralyze, and so forth, but none of that helped; somehow, it still managed to break away from any ball I threw.
As far as favorites go, I'd say it's Zapdos. Its design seems to suit the Pokémon very well; it's got spiky feathers and a pair of vicious-looking eyes, which does complement its battling capabilities. When it comes to that, its attacks generally seem to be rather powerful, and it also has enough bulk in its tank to withstand a good amount of hits.