I forgot to post my favourites.
Oops.
Depends on my mood, but I switch between various incarnations of Eldar (mostly Harlequins and Dark Eldar though) and Tau.
Harlequins because, well, they're just awesome.
Eldar in general because... When push comes to shove, Eldar step out of the way.
Tau because of an epic unit of Fire Warriors who became legends.
We were playing a match where a Tau world was under attack by a combined Impeium invasion force, and a Space Marine vanguard was intercepted on their way to a major city. It was the opening battle of a map-based campaign set before direct contact between Humans and Tau.
In the second turn a Terminator Chaplain with a 10-man squad of Marines got into hand-to-hand combat with one of my 8-man Fire Warrior squads. Two turns later they'd only managed to kill two of us, and lost everyone but the Chaplain. Alongside this evidence of Tau superiority in close combat (no really), my Broadside Battlesuits and Hammerhead Tank had eliminated all vehicle support while suffering no casualties of their own. My other Fire Warriors had been hurt by heavy weapons fire, but were holding the line.
At this point, the Chaplain's armour finally cracked under desperate point-blank Pulse Rifle fire.
With no chance of a victory, and even a close defeat looking unlikely, the Space Marine player called for Exterminatus. We ruled that each unit had to roll 7+ on 1D6 to not die when the planet blew up, so he could at least see my Fire Warriors fall. We counted it as a clear victory to me in the campaign we were playing, but removed the planet from the game. Along with all the invading forces.
A perfectly sized and shaped flake of plaster fell from the roof perfectly timed and placed to look like a 7th dot as my first roll stopped on 6.
He conceded that my remaining 6 Fire Warriors were in fact invulnerable. And to this day, nobody has managed to kill off any of those 6 survivors. Inlcuding the time they got charged by three Carnifexes which managed not to land a single hit in 3 consective rounds of combat.