Its very hard to choose a favorite class. I think i can better do a list of the classes i love the most, to the once i love the less most (i nearly love all of em).
So here it goes;
1. Demoman; excelent attack aswell as defend class. I specially like the kills you make, with bodies exploding all over the place

2. Engineer; Lovely class, alot of times i rather use the engineer to attack, then defend.
3. Pyro; Just a lovely class to run around with! Love tourching people!
4. Scout; I love the scout for his speed, as i love rushing, i often use the scout for a quick flag capture run
5. Spy; The spy is a highly enjoyable class. Specially when you backstab a heavy which is being healed by 2 medics

6. Medic; A good supporting class. Sometimes you need to punsh trough, and u can't, then there is the medic to help you out!
7. sniper; Just sometimes usefull to clear the balcony on ctf_2fort. Other than that sometimes used to clear campers on well if you cant get trough.
8. Heavy; Highly annoying class. To slow, to much recoil, and too little bullets.
9. Soldier; I just can't play this class. Period.