I don't think I've ever had, or will ever had, a single favorite, but trying to think of some of my favorites I realize that most of them don't work nearly as well out of context. What makes them great are the way they carry their context with them in a pithy way; those are the sorts of movie quotes I really appreciate. Like at the end of Heathers, "Veronica, you look like hell!" "Yeah? Well, I just got back." That's all about everything that just happened, and how the characters relate, and the disconnection between those two things.