Somehow I can't name a single favourite outright.
I like a lot of the already mentioned, some of them with reservations. I like Mucha and Klimt, for instance, but they're also generally too, erm, decorative for me, on the whole. I love and adore their skill, esp. their figures. It's just the subject matter is like puffy cream-filled cakes. Nice for a bit, but hard to build a real diet on. (Incidentally, try his student
Egon Schiele for a Klimt that left the gilded decorative style and really took off, IMO. All of the figure and none of the sugar).
Rembrandt hasn't been mentioned as far as I can see. For me it's a toss-up between his etchings and the paintings, but both are excellent.
I'm also fond of
Vilhelm Hammershøi. And, with some reservations, but less than for e.g. Klimt, Lawrence Alma-Tadema has something going on with lighting that's
quite spectacular.
A few more contemporary ones:
Gerhard Richter is good. Look at the range of those! (Was lucky enough to catch a huge exhibition of his. The same place showed some of the very large Sigmar Polke paintings as well, glad I caught those. Really worth it in person.)
Peter Carlsen is another favourite. I like him for his humor and satire, but not least for his apparent joy of painting while not taking it too seriously. There's even
a bar here in town that he decorated extensively, cool place.
Sorry for the messy post, but there it is. Worst part is, I'll probably think of a few more as soon as I hit submit.