I can't really say that I have a favorite as none of them were really all that special, at least IMO.

Yes, there are some gems in there (DRK 30-50 is good, SCH was fine from 30-60, etc) but there wasn't really any one that I was particularly fond of from a story perspective more than the others. The Healer role quests in the Crystarium were my favorite if I'm being perfectly honestly with myself but of actual class quests, I'm gonna go with Ninja. The HW segment is completely forgettable but the parts with the arrogant ninja were pretty memorable and he was a nicely fleshed out character that I enjoyed him as an antagonistic entity for the ninja quests that involved him.