The Wabash is special because my first train set was Lionel with the 2339 engine in 1959. Still have it, with other Wabash rail cars. Sante Fe, I just like the logo, and have about 25 Santa Fe cars and accessories. The Chicago South Shore is very special because I used to live in Chicago, and would take the train from the old Randolph Street wooden station to Michigan City , Indiana for summer vacation. GS Wabash.
I was born in Minneapolis so my favorite railroads tend to be 'the usual suspects' like Great Northern (which I got to ride as a kid) and Minneapolis and St.Louis (had an uncle that worked for them), CNW, Milwaukee etc., plus the RR I saw everyday growing up, the Minneapolis Northfield and Southern. I came to like the Missabe a lot, my sister moved up to Duluth/Superior in the late sixties so I got to see a lot of ore trains while we went there to visit.
The one "oddball" favorite RR is the New York Central. Our school library had a copy of "Thoroughbreds" when it first came out, and I thought the Hudsons were great looking steam engines and really came to like the Central. It's the only historical society I belong to that's not in my area.