My preferences change every so often with Vocaloid songs, but currently my favorites are Crazy Night and Twilight Night of the Bad End Night series. The Ievan Polka cover they did will always be a classic one for me, though. xD
Luka has kinda loss favor with me since I saw Scissoroid. >_> If i had to chose, I'd say I like Miku the best because of all the amazing variations fans have made of her, like Bottle Miku.