Just don't say Pluto, cuz it's not a planet anymore. 
Favorite
Enceladus is completely cool...but my favorite is the planet 51 Pegasi b.
It was the first planet discovered in orbit around a normal star other than our Sun. Also called "Bellerephon" after the Greek hero who tamed winged-horse Pegasus, in reference to the constellation Pegasus where the planet is located.
Another exoplanet that's intriguing is Gliese 581 C. More rock than gas, it's the most Earthlike exo found to date.
Mimas is neat because it looks like the Death Star orbiting Saturn :)
What is your favorite planet or moon?