Aside from the fact that my favorite sound is music, for non-musical sounds the following spring to mind:
Thunder (as said above). As a kid I used to be frightened by it, but as my interest for sound grew, the fascination for thunder did as well.
Certain car engines. Sometimes coming very close to a mechanical version of thunder, the roar of for example a McLaren Mercedes SLR with its sidepipes, or the original Mustang Shelby GT500, also with sidepipes.
The various metal noises a cargo train can make when standing still for a moment like when the brakes engage or disengage on 40+ carriages at a time.
With all these rather loud sounds in my head right now it's hard to think of quiet, subtle sounds that are also nice :)
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I am a big fan of nature and weather sounds. They are sometimes very difficult to properly record and are extremely calming to edit.
Thunder may seem like an obvious choice but it is a phenomenon of nature that can produce some awesome sounds. The duration can vary immensely as can the timbre. Heard from a distance the low rumbles evoke a feeling of the impending. Heard at close range we feel the power of nature. And the low-end can really put your hairs on end. I once was about 50 meters from a strike and the sound literally tore the sky apart above my head - a really amazing tearing sound. Although the moment scared the hell out of me, the sound was something special.
In terms of it's use in film, thunder is often overused and can appear very cliché. That said, it can be used effectively. But in terms of the actual sound itself I think it's definitely my favorite!
When I was young, I had insomnia problems.
My love for sound and facination for it, came from the fact that the tranquility of rain hitting the glass window - made me fall asleep.
My mum bought me a recorder to record the sound of the rain hitting the window and inside of a car. I used to listen to the recordings when I couldn't sleep and sure enough, I fell asleep. When I edit takes of rain, I become very sleepy hehe.
Other sounds would be birds and the reverb they can create while you're walking in a forest. Everything seems okay suddenly when you hear birds, and grim when you are not.
I grew up, and now live, within 200 yards of a train track. For most people, that's an annoyance, but for me, it's pure bliss. I've learned to love graffiti from it, and it's also home to my favorite sound... Trains. Not train whistles, bells, or the engine, but the heavy sound of it just rolling along it's tracks.
Sometimes at night, when I'm having trouble sleeping, I'll just lay in bed and hope for trains to pass.