Kind of hard not to pick cats as my favorite since I've grown up with them. I'm not too fond of Purugly, Alolan Persian, or Perrserker (if you can even call the latter a cat), but I'm cool with the rest of them! I even like most of the "big cats" (barring Incineroar). My favorite is Leafeon. There are folks out there who would argue that it isn't a cat, but to me it's clearly a colorpoint cat (like a Javanese or Balinese). It's so easy for me to imagine it basking in the sunlight pouring through a window~
Next to cats, moths are probably my favorite animals. So much variety! There's currently no Pokémon based on my favorite species, the rosy maple moth, but Frosmoth does seem to have some luna mixed in, which might be my #3 or #4. However, despite Ice being my favorite type, my favorite moth Pokémon would have to be Mothim. I admittedly didn't care for it for a long time—it was pretty forgettable with those drab colors—but its Shiny caught my attention when I was looking for things to hunt in XY. Spent a while MMing it then and later almost a year hunting it at pre-3DS odds. Now I'm cool with even regular Mothim! I also think bagworms are super fun, but that's more the case of the Pokémon making me like the animal than the animal making me like the Pokémon.
I enjoy Frosmoth, but I think that's more for the idea behind it than the actual execution of its design. The eyelashes have always put me off a bit and the fused, slow-flapping wings make me think more of a ray than a moth. It's still within my top 40 favorite Pokémon, but I wish it was higher up my favorites or even my new overall favorite because it fits me so well!
The only moth 'mon I don't particularly care for is Dustox, but the fact that it
is a moth makes me like it some.