It's hard to have one favorite when there are so many different situations. For small battery operated devices like DMMs and calculators, it's hard to beat a reflective LCD.
For line powered devices that are on all the time like clocks, LEDs are good because they a last a long time. For more complicated displays that aren't on all the time I prefer VFDs. They're more vivid, and can display more complicated information. Good quality VFDs can last for decades, even when they are always on, but they do dim with age.
For TVs, I have never seen an LCD I like. I was always a fan of plasma, and now OLED. You can't beat an emissive display for video. I just wish they'd make smaller OLEDs (in the 15"-32" range).