Luna is my favorite. If you combined Luna's general dark persona and social awkwardness and Twilight Sparkle's need to be a perfectionist and love of knowledge and magic, you would get me, but personally I think Luna's just cooler. I mean, she's princess of the night! What's not to love?
Fluttershy is my favorite of the mane six, because she's who I was as a kid....EXACTLY who I was! Shy, quiet, afraid of doing everything. Plus she's just too darn cute and has some of the funniest lines.