The question is a bit broad, and I would be hard-pressed to pick a single artist out of the entire history of art as a favorite.
Plus, being involved with art most of my life, there are different reasons for liking different artists, whether it's technique, subject matter, composition, color or simply social commentary.
I know it's not according to the OP, but choosing a favorite artist out of so many is like choosing which limb is your favorite.
I'd have to go with Vermeer for lighting
Seurat, Monet, Renoir for their technique
Degas, Latrec, and Goya for their subject matter and social commentary
and for composition and color (and social commentary) I'll have to go with artists that aren't even in common knowledge yet - yep; they're contemporary artists whom I admire:
H.R. Giger
http://www.hrgiger.com/
Carlos Solorzano Smith
http://members.tripod.com/solark/
and
Demetrios Vakras
http://www.vakras.com/demetrios/directory.html
If anyone wants to discuss the last three artists after looking at the links, PM me or drop a note here.