Pretty old forum topic, but I'll post anyway.
Favorite nocturne: Op. 48, No. 1 - For the dramatic and emotional depth - primarily for the C section (no - not THAT kind of C-section, although that can also be dramatic and emotional). It also has a very beautiful and melancholic melody.
Favorite mazurka: Op. 24, No. 4 in B minor - I love the playful melodies in the wonderful theme, as well as the scherzi crescendos.
Favorite waltz: This is a tough one; I've listened to the waltzes many times. The verdict, though, would have to be Op. 34, No. 2. This was the first Chopin piece that I'd heard and played. Even to this day, I can't get enough of the melody.
Favorite ballade: No. 1 in G minor - though I feel compelled to mention that No. 4 comes in as a close second.
Favorite scherzo: No. 1 or No. 3? It's a difficult decision. Guess I'd have to give it to the former; it's so dark and dramatic. Ironically, I listen to it to relieve stress or anger. =P Same idea goes for my favorite polonaise: Op. 44. I'd list more, but I need to listen to more Chopin before I pick more favorites.