We have a fair number of pets - cat, bichon frise (small dog), three aquariums (4 koi, another with 2 aquatic frogs and third with various goldfish and cat fish) and 4 cockatiels (birds).
The main ones I pay attention to the most would be the cockatiels so I'd rate them as my favourite, even though they are not finger trained. They are fun to play with, especially with various objects such as a paper towel or even with their own feathers that have fallen off. They also love been blown at. My avatar is from a picture I took of our bird called Keno. Just a pity we haven't managed to get them tame enough to touch (all 4 were unwanted pets, so who knows what their previous owners were like) as we previously had two very tame finger-trained cockatiels.
As for actual handling (petting), my favourite is the cat, even if overly clingy at times. I've stepped on the cat's toes enough times by accident and that doesn't stop the cat going between my feet while working outside.
Our past pets also included guinea-pigs, a rabbit and hamsters. We've always owned a dog and a cat.