I would have to choose Christmas - although Thanksgiving has a special place in my heart too - as does Easter.
I also like Halloween - I used to get into it as a child, my father was the make-up king. When we grew too old for Trick-or-Treating we would decorate our home in a haunted fashion and had dry ice from the butcher shop to make fog in the entranceway.
I'm Irish so I have to enjoy St. Patrick's Day, I was born half an hour early so I couldn't be a St. Paddy's baby. My grandmother was disappointed because my mother wouldn't cross her legs. I know that sounds a little weird, hey - what can I say? My lineage is a little "different".
Strangely my least favourite day is Valentine's Day, I think that's because my husband and I do spontaneous things and romantic things throughout the year - we don't need a special day to remind us that we were meant to be together.