For some reason, I have an innate tendency to favour mixed sweepers, so that means I would favour Pokemon with a Lonely, Naughty, Mild, Rash, Hasty, or Naive nature, no matter what the Pokemon is. I also like Modest or Adamant, though there are exceptions... like an Adamant Blissey and a Modest Scizor would be disastrous... (But I have a Lax Blissey and don't seem to mind... how odd.)
I also really like the neutral natures (Serious, Hardy, Docile, Bashful, Quirky) because that means I don't have to worry about altered stats. Oh and also, I find Serious especially amusing because of one funny happening in Emerald:
I caught an Absol and decided to nickname him Sirius. After catching him, I went to the Pokemon Centre to check up on his stats and moves and such (he was in the PC), and I found out his nature was Serious. Haha, so now I think about him whenever I catch a "Sirius"-natured Pokemon!