Favorite of all time would have to be Zune (R.I.P.). I had both one of the original brown brick-like Zunes and a Zune HD later. I know the iPod was the hip thing to have at the time, but there was just something about that original beast of an MP3 player that felt great to use. The software was pretty rad, and it sounded great.
Current? Xbox One S. I'm super hyped for Scorpio, but since I recently picked up a 4K TV with HDR, the One S has been great. Just two things would make the thing better: UHD content on the Store and more 4K support from video apps (Netflix and Hulu are great and all, but I need more!)
**EDIT** Just wanted to add that the Zune PC software was the bomb, and the Zune Pass was my lifeblood in a period where I was constantly looking for new bands to check out.