My favorite would have to be the Xenomorph. These things always intruiged me, yet I have a weird history on them.
When I was younger, I first watched ALIEN with my brother and two sisters along with my dad, and befor I knew it, I was trying to act like them, like most 7-9 year-olds do. 
Next week or so, my dad bought PREDATOR, and I watched it with my dad and brother. 
Soon enough, I thought Preds were better, and that they kicked Alien a$$. Along that line, as I got older, the Alien just sort of kicked in, and I liked both equally. When the time came of Alien Vs. Predator, I was really excited and hyped up for it. 
As I noticed how lame it had gotten throughout the times I've watched it over and over again, I realized that I liked Aliens better, for an unknown reason. 
Thus, I would have been Bloo, the crazy Predator in probably Hunter's Moon (no offense SS, or Balatu).
 "To me, everyone is crazy. The ones in the Mental House just got caught."
"To me, everyone is crazy. The ones in the Mental House just got caught."