Can you take a guess?
Besides her, I’m generally fairly obsessed with fertility deities. Ceres, Tellus, Demeter, the Magna Mater, the Bona Dea and Dionysus to name a few. Greek and Roman myth and religion is one of my favourite topics in the entire world.
Greek and Roman myth are my thing, but I have in the past been a fan of Arthurian legends, too.
:: strokes chin for a few minutes, thinking hard ::
Clytemnestra, right?
So close! Leda 
I had a wild love of Tristram and Iseult when I was perhaps twelve.
My favourite mythic cycle, though, would be the stories of the Fianna, which come complete with their own bizarre love triangle with Diarmid and Grainne. I always felt that it was just bad luck for Diarmid. But I really liked Oisín best. Poets do it in rhythm?
I came to the Celt tales late, my cradle mythology was Greek and Roman, partly as reinterpreted by Nathaniel Hawthorne, but frankly my parents just bought every book of myth and legend that was out there and let us sort it out for ourselves. In my virginal youth I loved Diana and Artemis who were pure and also would kick your ass.
I liked the Norse myths the best. Odin was cool, what with his pet ravens who spied on everyone and his chariot drawn by wolves. I didn’t like Thor so much–he had an anger management problem but the part where he had to dress in drag to recover his stolen hammer was pretty funny. I was really moved by the story of Balder the Beautiful and my sister and I used to act out the twilight of the gods.
ETA: Odin pulling out his eye to gain wisdom, only to learn that everything comes to an end eventually was very disturbing.
I’m really surprised that noone has mentioned either the Lovecraftian Mythos or the Bible.
Personally, I might choose Buffy’s world.
I always thought Arachne’s tale was one of the saddest, or maybe just one of the more unjust stories (turned into a spider for being awesome). But my favorite character is Medea. All other stories of vengeance pale in comparison to hers.
Amor and Psyche from the Golden Ass by Apuleius.
Eschenbach’s Parzival.
The Matter of Britain, Táin Bó Cúailnge, and Merlin, respectively.
The Norse lore, particularly “The Flyting of Loki”, wherein Loki crashes the party and talks smack about everyone there. I’m also quite fond of the rune poem from the Havamal:
I like a god who’s willing to sacrifice himself to gain knowledge.
I’m a fan of the twickster in any mythology. For my favorite, I’ll choose Coyote–the joker of Native North American stories…and also the one who gets things done.
IRL I’m too boring to be like anyone in an exciting story. Except for the 8 kids, that’s sort of exciting. 
What? No love for the Sumerians? I first read the Enuma Elish and the Epic of Gilgamesh in college (back in the Dark Ages of 1981), and found them fascinating. Gilgamesh was the original mythic hero! And, of course, his epic also includes the story of Utnapishtim and the Great Flood which is a nearly-exact parallel to Noah.
My favorite myths are the Greek myths. What I love about the Greek myths is that they branch like a tree. Each character in a story has his or her own separate story which leads to other adventures and other characters and other stories. You can’t ask me to tell a Greek myth because I’ll never stop!
My favorite story is probably Theseus and the Minotaur. I remember reading my first book of Greek mythology in third grade and encountering the part where King Minos’ wife has Daedylus build her a wooden bull so that she can climb in to have sex with the bull that she has fallen in love with. I peered up over the top of the book to glance at my parents and wonder, “Whoa, do they know what’s in here?” (They didn’t. My parents know nothing about mythology.)
You might want to reconsider Leda. That suggests some unfortunate waterfowl predilictions you might prefer to disavow.
Lovecraft & Buffy are specifically disallowed by the OP. As for the Bible, I’d say my favorite Bible story is the Davidic cycle.
Athena had her moments, like any of the gods. In general though, she strikes me as one of the more level headed ones that actually tried to help most of the time. But as the Arachne story shows, she had her impetuous side.
Hmm, true. Zeus is apparently a very pretty bird.
But actually, on the off-chance you care, I can tell you that in this case, the egg came before the chicken - or swan, as it were. The egg element appears far earlier than the idea of Leda sleeping with a swan.
Oh, and. Arachne totally had it coming to her.
Across the range of myths, more often than not the top god is an unrepentant philanderer. In Wagner’s Ring cycle, more than half the cast are bastard children of Wotan. In the Judeo/Christian tradition, Yahweh is often a grumpy and ruthless entity, but there’s only one bastard son I’m aware of. Could the Bible have been bowdlerized to trim out the Old Boy’s skirt-chasing?
Anna Russell suggests that the real reason Sigfried falls in love with Gutrune us that she is the first woman he’s met to whom he is not related.