It's really hard to choose my favorite episode, especially after how good season 7 was. So I ranked my top 3 per season.
Season 1 - The Best Night Ever, The Cutie Mark Chronicles, and Party of One
Season 2 - A Canterlot Wedding, Read It and Weep, and Lesson Zero
Season 3 - The Crystal Empire, Sleepless in Ponyville, and Magical Mystery Cure
Season 4 - Twilight's Kingdom, Rarity Takes Manehatten, and Pinkie Pride
Season 5 - The Mane Attraction, The Crusaders of The Lost Mark, and The Cutie Remark.
Season 6 - Saddle Row and Review, A Hearth's Warming Tail and The Fault in Our Cutie Marks
Season 7 - (My favorite season) A Royal Problem, The Perfect Pear, and Shadow Play.
Equestria Girls Movies - Rainbow Rocks, and Friendship Games