I'm rather new, too.
I've read back over the comments others have made in previous years, and many may not bother to post their favorites again.
As you said, they can vary, and for many of us, our favorite is the one we're listening to right now.
For years, my favorites have included: 3,2,8,6,4,9 and 10.
But who can not find things to love about 7 or 1 or DLVDE?
Also, I've recently discovered how much is inside each of the Lieder.
There is so much in Mahler's music that, for me at least, it seems it should be in a class of its own--beyond other music.