i disagree with the notion that op.60+ is his late period.
What I would call the beginning of his late period is when his musical language begins to sound forward thinking, to the point that it predicts the music of Ravel, Scriabin, Debussy etc. His harmonic language becomes far more chromatic and just downright brilliantly creative/innovative, and his melodic style becomes much less "formulaic" than his earlier works. I think you can begin to see this around his op. 44. I mean, everything about this piece is just down right bold, original, and creative. The middle section of the op. 44, couples with works like his op 45 prelude, op.50 no. 3...you can begin to hear the works early/middle period Scriabin.
I'm currently working on hos op. 50 no.3, and structurally (especially this), and harmonically it way more crazy than any of his other mazurkas. The 'improvisational' style that Chopin's known for becomes much more apparent in these works...
for me, Op. 44+ is his late period. Now to give you my favorite piece? Sorry, I can't decide. I can give you the ones I like the least:
Op. 50 no.1
Op. 49
Every single one of his posthumously published works, EXCEPT for the mazurka op. 68 no. 4 (i think it was his last composition)
For me his miniatures (op. 55, op. 50 no. 3, op. 45) are just as valuable as say his 3rd/4th ballades, and his barcarolle.