Which is my favorite and why?

I'll "limit" my answer to include only those pistols and accessories that i actually own.

I like them all and they all "fit" my hands (Except for the sub-compacts. My pinkie finger feels neglected).

Because it is "my" opinion (Thank you, Charles.) I will list two.
One "open carry" (i.e. Full size, Combat, Duty pistol).
One "concealed carry" (i.e. CCW, Compact, Sub-compact pistol).

My favorite Full size: 4006TSW

Why?: Engineering and versatility.
The TSW pistols were the most advanced of all the S&W metal framed, center fire, semi-automatic pistols and incorporated all of the knowledge gleaned in the nearly 70 years of production beginning with the pre-model 39.
It is all stainless steel tough and durable.
I can set it up as safety/decocker, decocker only, or DAO.
I can set it up with straight back or curved back grips (my preference is curved).
I can install the Crimson Trace laser grips or the LaserMax guide rod laser.
Speaking of sighting, I can carry with the Novak Trijicon fixed rear sight or drift in the LPA adjustable rear sight (or just swap a slide that already has the LPA sight fitted).
While we are on the subject of swapping slides, exchanging the 4006TSW slide for the 4013TSW slide gives me an "SSV".
Last, but most importantly is cartidge capability and capacity.
I consider the .40S&W cartridge to be substantially superior to the 9mm and somewhat superior to the .45acp.
The double stack design gives me a confidence inspiring 12 rounds.
And with nothing more than a simple barrel and recoil spring swap, I now have the same great pistol in .357 Sig, which I consider to be ballistically superior to the .40s&w.

My favorite concealed carry pistol: CS40

Again, engineering and versatility.

The Chiefs Special models were among the very last 3rd gen pistols S&W designed and incorporated the latest features.
It is light and small enough for pocket carry.
I can swap out the Hogue rubber grips for my home made "Big Dog" delrin grips and exchange the ambi safety/decocker for a single sided safety or go DAO for maximum thinness.
If 8 rounds of .40s&w doesn't seem potent enough, I can exchange the slide, barrel, and magazine for the CS45 parts and now I have 7 rounds of .45acp and can use the full size, 8 round .45 mags as back up.

John