What makes it your favorite? Do you want to play it? If so, what's keeping you from doing it?
For me, it's Burning Wheel.
I bought it purely based on aesthetics back in 2008ish, then got the supplements, then Gold, then Gold Revised, with the Codex, and the anthology...
I blame it for my weakness for chunky, digest-sized, hardcover RPGs. :P I also like the graphic design, I like the prose (even if it's divisive), and it has both interesting lessons you can plug into other games (like "let it ride," letting success or failure stand instead of making lots of little rolls) and arcane systems that pique my interest (like the Artha cycle, which makes roleplay, metacurrency, skill rolls, and advancement all intersect). I genuinely like reading it for its own sake.
I haven't played it because... well, since it's not D&D, that immediately makes it harder to get people interested, sadly. It's also a bit daunting, given its reputation as a crunchy system. But I have a group of players interested in trying new things, and fewer other games calling for my attention, so hopefully I'll get a chance soon. :)
I want to play a lot more Chronicles of Darkness, but most people prefer fantasy or sci-fi and those who want urban horror prefer World of Darkness. They don't market it well.
I've also never played Blades in the Dark game. I think I need someone else to DM it for me first. I don't really have PBTA down, my mind hasn't quite grasped it yet.
I also want to check out a BitD game, or at least one of the other genres that make use of the system. I've read it, and it does break new ground in TTRPG design but it just hasn't happened yet.