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My personal favorite is Flareon, even though it suffers from the aptly named Flareon Syndrome (misplaced stats) although that kind of got fixed in the generation shift, but not really.
I havent played with Glaceon or Leafeon yet, but they look cool, I almost always pick jolteon because its fast and powerful and has a diverse move pool, or vaporeon because its bulky and can take some hits.
There are loads of these threads made everyday.
On Topic: I love Umbreon. I wish it wasn't a Batton-Passer. D: Gen IV Eeveelutions are hideous. Worst. Mistake. Ever.
Well, since generation three I haven't touched any eeveelutions...
However, I normally picked either Vaporeon, or Espeon, depending on what my team needed.
Espeon and Leafeon are also my favorites.
Espeon is among my favorite Psychic types, and Leafeon's design is so cute. <3
Too bad neither of them are really that useful in the metagame..