There's too many... But I'd have to say my top-favorite Heroes would have to be the Firelord & the Shadow Hunter. But I also love the Crypt Lord, both Goblins (Tinker & Alchemist), the Dark Ranger, and the Pandaren Brewmaster.
Favorite units would probably be Troll Batrider, Obsidian Statue/Destroyer, Elven Spellbreaker, aaaaand... Well can't ignore the classics (Frost Wyrm, Gryphon Rider, Steam Tank).
Of the creeps, I always loved the Revenants & the Oozes.