I've been using only windows phones as my daily device since 2002. My favorites are the Cingular (HTC) 8125 and the Lumia 925. I bought the Lumia 950 when it was released in November 2015 and,... its getting better. I've used androids and iPhones a lot but in my opinion...no thanks!
Since all the OP asked for were Windows Phones that is all I will list. I of course have had many Windows Mobile Devices, Androids and even 2 iPhone's.
HTC Arrive
HTC 8x
HTC One m8
Microsoft Lumia 640
Microsoft Lumia 950
Nokia Lumia 520
Nokia Lumia 635
Nokia Lumia 920
Nokia Lumia 1020
Nokia Lumia 1520
Samsung Ativ S Neo
I am currently using a Samsung s7 edge and a iPhone 6s plus.
Lumia 620 curiosity, sold in 3 weeks, after a 520 for "a good test", love Lumia and want 1Gb of RAM 820, hey! More Screen! Then 1320...Now no more Lumias, when Nadella is out of Microsoft maybe i believe in Microsoft again...