Hmm. It's hard for me to name a favorite, since shows are so different. Some stuff comes to mind from recent years.
As far as comedies go, I saw The Producers with Matthew Broderick and Nathan Lane, and it was hilarious. Avenue Q and Spamalot get honorable mentions.
In the popular music category, I enjoyed American Idiot. Jersey Boys (obviously from a much earlier era of pop) gets an HM for being better than I expected.
Among big, dramatic shows, Les Miserables is certainly full of melodramatics, but still manages to be a helluva musical.
I'll admit that I still have a soft spot for the Chess soundtrack. I'd love to see a revival sometime. I did manage to see one of the various permutations of that show many years ago.
I really want to see Book of Mormon, but last time I looked for tickets they were going for something like $250 apiece. Which is *nuts* even for Broadway,
IMO. Five hundred bucks IS a weekend away, not 2 hours worth of entertainment ON your weekend away.