I would not say that I have a favorite Avatar, because every one unique and has good qualities about them. I have a very deep respect for Aang, who saved the world from chaos and restored balance.
Although, if you made me choose, I would say Yangchen. She was the last air Avatar before Aang and preceded Kuruk, the Avatar that preceded me. Since she came before me, I heard legends about her when I was a child, and she was a role model of sorts for me. Her and I share somewhat of the same philosophy and views, and after I died, her and I became good friends in the spirit world.