I think I'm going to have to instantly say the Great Eastern simply because the Brighton Main Line is my favourite, well the Southern Region system in general. And the Great Eastern is the closest thing resembling it. I suppose my love for the other lines have been soured from my childhood criteria of what makes a line great; sprawling suburban system/lots of branches. The West Coast falls down in that regard, as does the Midland (although I was always extremely impressed with the Kentish Town to St Pancras corridor as a child during the Thameslink blockade). I always thought the Great Western, despite it being the line I most use and being from a long line of Great Western men, was always a bit of a joke with their 2 car Turbos seemingly ambling to nowhere. So the Great Eastern it is.
The Midland would be a contender if they managed to get it to Bradford, and if the GOBLIN went to St. Pancras.
The East Coast has the best suburban system, but has bland stations and a boring route.
Pre-nationalisation, the LMS would have been my favourite of the Big Four. But I think the West Coast is almost too big with too little suburban traffic.
If only the Great Eastern still had the same rolling stock as it did circa 2019 - I could never get bored with it then. If I could make 1 change with the Great Eastern though, it would be to make a bigger, more interesting Chelmsford station.