I don't have a favorite - I use them according to the mood that they may create. Generally I prefer the more masculine smells. A good blend for a sensual massage for me is: sandalwood, ylang ylang, clary sage and frankincense. I sometimes use cederwood instead of sandalwood as sandalwood is quite expensive, particularly as I use a lot of oils in massages.
I like patchouli too, considered an aphrodisiac in india, but not liked all that much over here!
Other oils I particularly like are: benzoin, lavender, bergamot, lemongrass, mint, juniperberry.....may as well go through the whole list!
Probably better to say what oils I don't like: can't think of any, maybe tea tree - very medicinal!