Having grown up in SP territory, although after the steam years, I'd say their 4449 Daylight engines are very beautiful. The monstrous SP cab forward engines were impressive too.
I'm easily swayed by massive engines like the ones UP experimented with, both steam and diesel (and the gas turbine). It didn't hurt that I preferred EMD diesels, since EMD was working with UP on several of those locomotives.
I suppose my personal favorite was EMD's FP45 with the covered car-body ... always wishing that I could get permission to get inside one to look everything over. I even kit bashed two plastic FP45 HO bodies into an imaginary DD45 many years ago. Didn't have the DD bolsters to finish it properly though.
All locos are interesting, from the scrappy logging steam locos to the latest diesels with sophisticated electronics. I enjoy learning about all of them. In a way, my favorite engine is whichever one is nearest to me at the time!