I love the sound of [ul]
[li]ice skates on ice[/li][li]baseball cleats on cement[/li][li]storms (obligatory trite answer)[/li][/ul]
You?
I don’t have a lot of favorite sounds now. But when I was a kid my favorite sound was the sound of the adults downstairs talking, eating, clinking glasses, music playing, etc. when my parents had a party and after I’d been put in bed. They had lots of parties when I was a kid. It was fun. Sometimes I’d do the classic Sit-On-the-Landing-In-My-Pajamas-and-Spy-On-the-Party thing.
To this day if I’m home and they’re having a party and I go to bed before they do (which does happen; I’m boring in my old age), I still love that sound; but I don’t do any spying.
Screaming, squealing guitar distortion.
Throaty big V-8s. 5.0 Mustangs are especially nice.
My sweetie’s voice. And her laugh.
It’s not necessarily a sound per se, but the quality of the sound.
There is something about the sound of the ocean or a lake when you are in a cottage or a beach house. The sound of the waves, wind, gulls and trees though the windows is relaxing, and it is inviting because you hear the faint sound expanded by the creaky old wood.
The quality of the sound evokes two opposing feelings; the inviting nature of going outside to the sand, sun, and water… then there is the feeling of staying inside the warm and welcoming cottage.
The clopping of horse hooves. And the storms/ waves thing, of course.
The sound my parrot makes when he’s content and sharpening his beak (parrot owners know what I’m talking about). The parrot actually does a few totally delightful things.
My husband working on bike wheels. I love the sound of tapping at spokes and spinning freewheels.
Steller’s jays carrying on-- it makes me smile.
I love the sound of food sizzling in a frying pan. Even when I don’t like the food being prepared, I love the sound it makes.
I forgot to include (and this is going to sound really weird) but the sound of someone taking a shower. When I was growing up, my bedroom was next to the bathroom. My dad showering before work would always wake me up and I would lie there and listen to him get ready. For some reason it always made me feel very safe knowing my dad was up and about. Whenever I go home for a visit, I still enjoy listening to him shower in the morning.
Baby laughs.
Birds outside.
Fire crackling.
The sound made when opening a vacuum-sealed jar, such as Kretschmer’s Wheat Germ.
My cat purring.
the female orgasm
The sound of a high-powered rifle being fired, e.g. .30-06 or .50 BMG.
It is music to my ears. 
The E major 7 chord in 1979 by the Smashing Pumpkins.
My toddlers’ laughs.
Wind blowing through pine trees on a cold day.
The sound of glass breaking. If I could, I would break some sort of glass item daily. On concrete preferably.
The sound of the striking of a match. For some reason, that plays out very slowly in my head…the match on the striking surface then the sound of ignition, then the silence.
Crickets and various other critters of the summer night. I probably like those sounds because I love the weather necessary for them.
I agree with Cunctator: wind in evergreens. In my case, it’s fir trees.
Also:
Wood thrush song
The sound of a distant train
Katydids and dog-day cicadas
The snow plow going by in the middle of the night
An open fifth – no, not THAT kind! I mean, for example, the open fifth that concludes the Kyrie in Mozart’s Requiem. Man, I love that chord!
Yes, the wind rushing through tree limbs is wonderful.
Also, I don’t know if it’s my favorite, but one of the ATMs I go to sounds just like R2D2 when it gives you money, and it makes me smile.
The sound of gravel crunching when you walk on it. I go out of my way to step on any gravel I can find. Shuffling through sand on concrete or asphalt makes a statisfying sound too.