Hmm, seeing you only list units found in the default Magitech techtree, it looks like you are in need of some mods. Mods totally change the game providing new factions (such as the ones containing units listed above). See:
Mods/List.
Before I list a (short) list, note that "favorite" is a wishy-washy word. Does that mean hardest hitting? Most practical? In a well made mod, all units have strengths and weaknesses. Some might be very effective against one type of unit, where-as another might be well rounded against all types, and so on. Thus, the gameplay circumstances impact the unit's performances quite a lot. As well, a unit can be strong in the beginning of the game, but would be outclassed late game. That doesn't make it a bad unit, it's just meant for earlier on. The speed that you like to play at (eg, rushing versus turtling) can affect that.
At any rate:
Tech-Battlemachine
-Airship
Magic-Archmage
-Dragon
Elves-Griffon Rider
Dark Magic-Dark Elder
Dwarves-Bombard
Persian-Elephant
-Flying Carpet
Norseman-Flying valkrie
Apocalyptic Dawn-Missile Silo (Nukes: They're
that awesome)
-Special Op
[If we count the WIP version, the BM-30 Smerch is pretty epic, aside from the extremely slow rate of fire)
