I had a hard time choosing favorites. I chose alicorns (obviously), Flygers (particularly the white ones), Nagas, and dragons (because of the chance of gems or energy plus the other rare drops).
In a more detailed poll, in addition to the above, I'd have chosen Rouncey, the daily alicorns, alicolt, unicorns, Firefox, treasure hunter cat, the clydesdales, the frog prince (swords!), Sirs Pigglesworth & Hamlet, and basically any pet with special drops (as opposed to just milk, bones, teeth, etc)
Onyx boars would have made the list, before their energy was removed. Now, they are ignored unless I have to use boar items for crafting or trades.