First of all, favorite for what? For accesibility reasons if it's not a dual stick game I am defaulting to a fightbox-type device these days. I favor a WASD configuration, rather than a thumb-for-up configuration and I currently favor a tiny, minimalist haute board box with cherry switches (blue for buttons, greys for WASD). It's great, it lies on my desktop and it causes minimal strain even in high APM games.
For dual stick stuff, it again depends. Is this a shooter where aiming is a factor? Because then I'm gonna want some gyro. The DualSense is amazing to hold, just bonkers build quality. It is heavy and ugly as sin, though. It also doesn't work perfectly with every PC game, so it feels like a hassle to use it as my default. There's the KK3, which has gyro in Switch mode and seems to be less fussy than the DualSense. Plus they are trying to sell their hall effect sticks to third parties, so those are very smooth. It is a jack of all trades, though, and I actively hate KK's dumb extra button configuration, with start and select all the way at the top, I keep pressing the screenshot buttons by accident.
If there's no twitch aiming, and thus no major need for gyro, Victrix's Pro BFG is fun. It has modular design where you can put the dpad on either location. The dpad isn't great, but hey, the fightbox's there for that. It does have a six button configuration, too, if you're a controller fighting game guy. The best feature, though? Replaceable eight-way gates for the sticks, Gamecube-style. If you're a Smash guy or emulating Gamecube it's such a no-brainer high end replacement.
But honestly? Honestly?
The JoyCon.
I know people hate the JoyCon, but the idea of a split controller is amazing to me, and everybody else who has tried to do it, Lenovo Legion Go included, gets it wrong. The big handles aren't the answer without a middle segment to hold the controllers. The two little boards are fantastic for 3D action games, the amount of tech in such a small frame is astounding and the button-based dpad is so good I'm using fightboxes on the regular now. It's a shame there are some reliability issues, but I would buy a device just like it for PC tomorrow if they could sort out connectivity reliably.