For me, it's whatever lake I go to and have success. That makes it my favorite lake, for the time I'm there.

In my lifetime I've fished these lakes :

Herrington
Taylorsville
Green River
Rough River
Cedar Creek
Cave Run
KY Lake
Barkley Lake
Cumberland

Weiss Lake (Ala)
Lake Marion (SC)
Watts Bar (Tenn)
Cherokee (Tenn)
Douglas (Tenn)

I wouldn't really call any of them my "most favorite of all" ... they've all had their moments, as well as disappointments, so their "favorite" status tends to get shuffled around in my mental list of places I wish to return to.