My favourite place in the world is Glasgow Central. I just love standing at one of the long platforms and watching the trains start and terminate. The sounds there are also great.
As for medium stations, gotta give it up to Motherwell. This station is very nostalgic for me, because as a kid, my Grandpa used to take me there to watch the GNERs and Virgins go by. I loved it (though not the Virgin HSTs. No way! I still don't like thatl ivery they were in!)
Small stations, Hamilton West and Mount Florida.
Very small stations, Hairmyres. I love small, single platform stations, and this was the first train station I had been waiting in for a train in the dark. Winter last year, just left the Hospital and was heading to Glasgow. I loved it, especially when the train arrived (seeing just the lights of the train coming and hearing her engine roar was brilliant!)
Preserved Stations, well, I haven't been on all that much Heritage lines. Bo'ness when I was a kid, though I hardly remember it, I was too young. Isle of White Steam Railway is the one I've been on most, so I'm going to say Haven Street