My most valuable Pokemon? It's difficult to address value to them, but I'd have to say my event Mew is one of them. It's been a few years since that event and I still have it, transferred safely into my Y. :3
Other than that, I consider the Pokemon on my teams to be even more valuable than that. Ones I trained from previous games and transferred over or ones I made in Y. They're my most powerful and the ones I invested the most effort in. Also, female starters. I consider those very valuable and love to collect them due to them being so rare. I'd have to say my most valuable in my current restart is my female Fennekin (Arkra's her name), which I bred to have egg moves. (Hypnosis and Wish) And a nature that I thought was befitting of its personality. It took a lot of effort and many going through male eggs until I got it just right. I even have her in a special ball. :3
One of my other favorites is my female Serperior (Rinne), which I got on the first try in Pokemon Black. So lucky! I love it when that happens. As well, my female Meganium (Garnet) of HGSS, which not counting my Diamond version which I started in 2009 and still haven't finished, is one of my oldest Pokemon. The most useful of that team is Lanturn though. Has saved me in many tight spots and one I find to be very valuable and awesome.