I'm getting torn...
My favorite it Luna, because she is the manifestation of the night, and I am a night type of person, not to mention her dream walking ability. What do you suppose she could do with that? A lot of things! Things that might not be in other's best interests.
Best pony... I would say... uh... Dang it's hard to choose.
I would say Celestia is the best. Because she's mature, but at the same time, not too uptight. Even though she is basically a goddess, she doesn't act all high and mighty and I respect that kind of control over oneself.