My favorite is, by far, M42 in Orion. Plus, it's the only one I can find! I just got a 10" Orion scope, though, and I hope to go out searching on every clear night I can and start looking for them.
It's frustrating, initially, though, because until I find and identify a few, I'm not really sure what I should be looking for. After all, the view through the telescope isn't going to be anything like the photos in the books.