If I was basing it looks, I always liked the Claw best of all. If it comes to fighting ability, the Midway is the easiest to defend, so it is probably my favorite. However, I was fond of the Intreped for the fact that despite the beating she took, she stayed in the fight.
I always wished the Claw would fire her guns like she did in the closing movie of WC1. The Concordia wasn't as cool looking as the Claw, and the Lex and Victory were uninspiring.