When my family had two dogs, I did have a favorite. However my relationship with my other dog, Bella, was… interesting. For some reason we could never figure out, she didn't like me all that much. She would see me walk into the room and growl at me (which, coming from a Pomeranian, was downright adorable). The only time she would come to me for attention was if nobody else was around.
But my favorite was Mr. Tumnus. He was always very attuned to our emotions and would do what he could to make us feel better. There were times that my mom would fall and knock herself out on the floor, and he would wait by her side for her to come to. Best friend I could ever ask for. 16 years wasn't nearly enough time.