well, you don't ask the easy questions, do you, dear anon? i'm terrible with favourites! it depends on the moment!
but i do have a few sure bets that i know i like but i don't really consider them favourites? like david bowie and queen and nina simone and serge gainsbourg and the dresden dolls and dead can dance and, well i could go on.
there are quite a lot of artists of which i enjoy the vast majority of their catalogue, though they tend to be those i discovered long ago. for more recent stuff it tends to be individual songs rather than the artists themselves?
long arse answer, but uh, like i said, really bad with choosing a favourite.