Ouch!. That would really hurt, to pick just one. But it would be an easy decision. My favorite loco in the rea; world, and on my layout, is the ATSF 2900 class Northerns.
I have a 3rd Rail model of 2929 at work, but it is mounted in a display case and for display only. My favorite is a Legacy-MTH hybrid I made of ATSF 2921. It's the body and tender from an early PS1 MTH 2900 series ATSF Northern with the guts of a recent Legacy ATSF 3750 Northern transferred to it: the drivers were the same size and spacing on the smaller 3750 and the larger 3765 and 2900 Northerns, so I just transferred the entire Legacy chassis, drivers and motor, etc., from a Lionel Legacy 3750 Northern to the MTH body and then used the MTh model's pilot trucks and such, and took the MTH tender and put the the legacy speaker and boards inside.
The 2900s were monster non-articulated steamers that look very handsome and have gobs and gobs of "gravitas." The photo below shows mine with a 3750 - itself a big Northern, for comparison.