One of the hardest questions ever.
For me, it varies from case to case. I'd rather use Glaceon in the games, but I dislike its stock artwork and most of its pre-XY sprites. I adore Vaporeon's stock artwork and most of its other art (including past sprites/models), but I hate how it looks in the 3DS games. Espeon cards are my favorite in the TCG, but I'm a big Shiny enthusiast and its Shiny colorization is up there with Dragonite and Garchomp as one of my least favorites. I think Flareon is the cutest in the anime and is my second favorite Eeveelution in the TCG, but I don't particularly like using it in the video games.
Least-favorites are easily Jolteon and Sylveon, though. Jolteon had a couple cute artworks in the TCG (Jungle and Neo Destiny) and its Dream World artwork is one of the nicer ones, but that's about all it has going for it in my book. Not sure what it is about Sylveon, but it kind of creeps me out a little (especially in the anime). Oddly enough, its Dream World artwork is actually my favorite of the group. I'm also not a huge fan of Umbreon past its stock art and pre-3DS models.