I always struggle to select any type of favourite, even if it's a dozen or more, but I suppose I should start by listing what I've gone out of my way to purchase:
Hisaishi's work for Ghibli (Nausicaa, Castle in the Sky and Howl's Moving Castle, in particular).
Saegusa's Zeta Gundam.
Kanno's Escaflowne, Cowboy Bebop, Macross Plus and Frontier.
Kenji's Ghost in the Shell, Gundam 00 and Seirei no Moribito.
Kaijura's Tsubasa Chronicle and Mai Hime.
Kawai's Ranma 1/2 (more for nostalgia), Ghost in the Shell and Gantz.
Iwasaki's Gurren Lagann and Tsuiokuhen.
Sato's Eureka Seven and Heroic Age.
Masuda's Now and Then, Here and There and Daa! Daa! Daa!.
Mahler's work for Gineiden.
Nanase's Noein and Scrapped Princess.
Sahashi's Gundam Seed, Gunslinger Girl and Hunter x Hunter.
The Yamashirogumi's collaborative for Akira.
The Pillow's FLCL.
DJ'S Tsutchie and Force of Nature's Samurai Champloo.