West Side Story
A Midsummer Night’s Dream, The Taming of the Shrew, and Much Ado About Nothing, in that order.
Yeah, I like the comedies, so what? 
Measure for Measure is (IMHO) an underappreciated gem–really, one of the first “modern” dramas
Hamlet and Twelfth Night, I’d say. I’ve never read Henry V but I loved the movie.
–Cliffy
My favorite is Measure for Measure, followed closely by Much Ado About Nothing. I love the Kenneth Branagh/Emma Thompson version, too. I was so sad when the actors divorced; it was like Beatrice and Benedick splitting up!
My love for Measure for Measure is due in part to a monologue from a different play called The Girlhood of Shakespeare’s Heroines by Don Nigro, and also to the amazing and beautiful production I saw at Stratford-upon-Avon. I think part of why I like Measure is that it’s not necessarily an easy play, especially at the end. It leaves you thinking.
I’m going to say - William. 
Someone had to say it.
Seriously - Lear and Henry 4th Pt. 1.
As You Like It
Oh Rosalind, I love you so! (and I’m a heterosexual chick!)
Probably King Lear or The Tempest. A while back I would have said, “I love them all!” but recently saw a production of As You Like It that, literally, put me to sleep.
For me, Macbeth fro the serious plays and The Tempest from the comedies. I love them both, and have seen them performed (and performed in them). I’m not really that fond of Hamlet, despite its general popularity. Must be the supernatural elements of Macbeth and The Tempest that appeal to me (and the link to Forbidden Planet).
Me, too!
I love it because it’s a great picture of what Elizabethan tastes in theater were-- bloody, greusome, full of revenge, murder and mayhem.
Didja ever see the Anthony Hopkins film version? It’s the film I recommend for those who think that Shakespear is prim and boring and high-brow.
My favorite, reading: Much Ado About Nothing. I loves me some screwball comedy, even a few centuries too early.
The best Shakespeare production I’ve seen: Troilus and Cressida done in Stratford almost 20 years ago, with Ralph Fiennes and Amanda Root in the title roles long before I saw them in any movies. Great, great, great theater in the round with a truly malevolent Achilles and production design heavily influenced by WWII iconography.
Dang, jimpatro beat me to it. I also have played Oberon, opposite a very pleasantly slutty Titania. Sigh. Good times.
Was also Signoir Leonato in Much Ado About Nothing. Yes, my directors enjoyed the comedies.
As to the OP:
Overall favorite is Midsummer Night’s Dream. Performing it in a larger role really required delving into the meat a bit more than a casual read (not to mention memorization). It’s just a fun, thoroughly hectic trio of tales crammed into one.
Since I already said comedy, I’ll with with the predictable answer of Hamlet for favorite tragedy. It’s the one that I’ve read the most, as three or four classes between middle school and college required it, and one of the times I had to lead a class discussion on it. Once again, that means digging deeper than just a read or performance attendance.
My favourites are Twelfth Night, Midsummer Night’s Dream (classic!), Much Ado About Nothing, Henry IV, part 2, and Henry V, Romeo and Juliet, Hamlet, King Lear, Macbeth, Julius Caesar, The Winter’s Tale and The Tempest.
My favorite is definitely The Tempest. Storms, magic, monsters, spirits, and True Love at First Sight. What’s not to love? Plus I’ve always appreciated the character archetype of the meddling matchmaking parent.
Next up, probably the Scottish play. Truly great, murder, mayhem, and magic, with a curse on its name just to keep things interesting. This is probably largely influenced by the very well-done performance I saw of it some years back.
And an honorable mention to King Lear. I recognize how great it is, but I’ve only ever read it, not watched it, so it’s hard to have a full appreciation for it. I’m firmly in the camp that Shakespeare was meant to be watched, and feel no disdain for those like Cliffy who’ve seen a movie but not read it: Reading the plays is for those you haven’t had a chance to watch.