Mine would still have to be Ul'dah's theme. I just absolutely love it. It's got a FFXI vibe to it and it just sounds so pleasantly wonderful. Doesn't matter how many times I've heard it, I love it every time. It really adds a lot to the atmosphere.

EDIT: And what's your least favorite? Mine would be Limsa. I think that song is extremely annoying. A close second would be the leve theme. Also extremely annoying and doesn't fit the game at all, IMO.