My favorite Pok?mon is a toss-up between Cacturne and Gourgeist. They each have their own unique strengths and weaknesses for me.
Cacnea and Cacturne, up until X & Y blessed us with Pumpkaboo and Gourgeist, were the closest Pok?mon equivalents to jack-o'-lanterns, especially with their orange shiny coloration. As such, since Halloween is my favorite holiday, and day in general, of the year, it quickly became a favorite of mine years back. I really like its typing, moveset, and Attack and Special Attack stats as well. It's a shame that Cacturne is so slow and that its HP, Defense, and Special Defense are absolutely awful for survivability. Even if it's not the best in practical terms, I still love the designs and the potential. I was disappointed that it didn't receive a Mega Evolution in Omega Ruby and Alpha Sapphire, as I feel it would have really benefited from one and it might have helped it escape obscurity.
Meanwhile, as you can imagine, I was absolutely ecstatic when I discovered Pumpkaboo and Gourgeist. I initially preferred Pumpkaboo over Gourgeist because Gourgeist felt like a bit of a departure from Pumpkaboo's cat/bat/pumpkin design, but as time passed I came to really appreciate Gourgeist. My only real complaints with it are that it lacks Shadow Claw. It has access to Shadow Ball, but that's basically useless with its low Special Attack.
So yeah, they sort of even out to about the same. If I absolutely had to choose, it would probably be Cacturne because, for as much of a glass cannon as it is, it at least has a nice movepool, whereas Gourgeist's lack of access to Shadow Claw really bugs me.
Other favorites: Rowlet, Blastoise, Machamp, Parasect, Kabutops, Omastar, Cofagrigus, Escavalier, Malamar, Trevenant, Palossand, and a few more but this list is long enough already.