My favorite are any that aren't the Diamond and Pearl starters, I can tell you that my Chimchar will be making it's home in a box and staying there, I'll just pretend I got abra or Machop as my starter haha.
Serious though, my all time favorite is Charizard, original is better, however Blaziken restored my faith in the third generation after I had felt that the Johto Generation was perfect but anymore would be too much.
Sadly though, nothing has given me faith in the fourth Generation pokemon, I think the DS games should have been Kanto, Johto & Hoenn together, not a completely new region where the ideas run thin and scarce.