As many have already said, it's really hard for me to say what my absolute favorite movie is, but when people ask in casual conversation I usually say ESB followed very closely by Star Wars. I also think it's important to distinguish between our "favorite movies" versus what we consider the "best" movies. If I were to make two seperate lists, there'd be some overlap but also some major differences.

As for some of my all time favorite movies, the following come mind (in no order):

The Empire Strikes Back
Godzilla 1985 (or, better, the original Japanese version simply title "Godzilla")
Star Wars
Ghidorah The Three Headed Monster (again, I prefer the original Japanese cut to the american dub)
Casablanca
King Kong (1933)
Seven Samurai
The Dark Knight
Lawrence of Arabia
Raiders of the Lost Ark

Honorable mentions would go to CEotTK, any action packed Errol Flynn movie, any Kurosawa samurai movie and/or samurai movie starring Toshiro Mifune, any Godzilla movie (but especially the classics from the 50's, 60's, & 70's), so on & so forth...