Well, as a practical matter your 'favorite' will be the size that tends to win the most often.
So, I bet most people will like battleships and dreadnoughts because the current design of SE favors larger ships. Only at the baseship level does size start to become a liability.
Personally, I'm partial to battlcruisers. They are large enough to pack some punch but still relatively maneuverable not too horribly expensive. It usually turns out though, that you have to build the battleships along with everyone else when the time comes.