Films: Growing up, my favourite was Return of the Jedi, hands down. When I got a little older, it was surpassed in my mind by Empire, which has subsequently been surpassed by ANH:R. So, I guess you could say my current favorite is ANH:R, but the entire OT is so good, it's hard to choose. (The PT, on the other hand...)
Books: I, Jedi is probably my all time favorite so far as Star Wars books go, followed closely by the X-Wing Squadron and Wraith Squadron series by Michael Stackpole and Aaron Alston (Except for Starfighters of Adumar). I'm also quite fond of Zahn's Thrawn trilogy, though I didn't care much for his later books. When I was younger, I quite enjoyed Kevin J. Anderson's Jedi Academy Trilogy, but it's been quite a few years since I've read it, so I'm not sure whether or not I'd still find it as readable. Other than those selections, I've found virtually everything EU unpalatable (aside from a few of the short stories in the Tales of... books). The original novelizations of Star Wars, Empire and Return are pretty good, too.
Games: I really like the KOTOR games, though the fact that #2 is incomplete will always infuriate and annoy me. TIE fighter was also really quite excellent. For some good mindless Star Wars fun, Battlefront 2 is kicks and giggles. Also, so far as RPGs go, I really enjoyed West End's Star Wars Roleplaying Game system. I refuse to touch the Wizards of the Coast system, on principle. (If I want to play DND, I'll bloody play DND...no need to go adulterating every other fictitious universe with the same system).
Sadly, most EU is farfetched and over-the-top. I really stopped caring after Salvatore wrecked everything with the utter stupidity that is NJO...but it wasn't long after that that the PT came along and tainted everything, anyway. Just about everything Star Wars that comes out these days, even if not overtly PT-era, is nevertheless influenced by the awfulness that is PT, so I try to stay away from the EU scene entirely, in keeping with the difficult task of forgetting the PT ever came into existence. (I made the mistake of listening to the audio book of Tatooine Ghost by Troy Denning. Big mistake! That book was stupider than Greedo shooting first.)