Frankly, anything that moved through the Pittsburgh area of the 40's and 50's of my childhood were my favorites. Trains were omnipresent, servicing the mills, some of which passed right through downtown areas on their way into and out of the mills. McKeesport, PA's Fifth Avenue and its neighboring (and lifeblood) National Tube, U.S. Steel, was a prime example.
So, that would mean my favorites became, at least: PRR; P≤ B&O; Erie; Erie&Lackawanna.
FrankM