All of my favorite mechs come from the mechwarrior universe.
My favorite mech is the original Battlemaster, though this one hasn't been published in 15 years or so because of potential copyright infringment. While it wasn't heavily armed by some game standards, it was perhaps the one of the most effeciently armed mechs in the game, able to fire eitehr it's PPC or all of it's close range weaponry (a total of 4 machine guns, three lasers and an SRM pack) without building up an ounce of heat. While these weapons were far from hard hitting the sheer number of them meant that you're guarnteed to find weak points with regularity. That the mech weighs in at 85 tons was a plus to, as this made for punishing physical attacks, especially a charge which was capable of literally crushing most light or medium mechs (51 points of damage). Even better is the sheear amount of armor the mech carried - very nearly the maxiumum amount the FASA rules allowed for an 85 ton mech.
The Timber Wolf is a solid number two for me, but thanks to the clan technology it literally is a mech without weakness. It sports fearsome firepower (more than any three heavy mechs in the IS tech), packs enough heat sinks to fire the weapons without much fear, has thick enough armor to shrug off all but the heaviest fire and moves swiftly enough that it can handily outmaneuver anything that happens to outgun it. That it has appeared in nearly every video game incarnation of mechwarrior helps it immensely.
The Dragon is my pick for favorite medium mech. While it isn't heavily armed by any stretch it is again armed very effeciently. It's real strengths lie not in firepower but it's sheer endurance and mobilty on the battlefield. It's able to put up a decent fight at range with a light autocannon or move in closer to bring it's battery of close ranged weapons to bear. Ample heat sinks mean that heat is almost never a worry, so while some medium mechs outgun it, few can match it over the long term.
Finally, we have the raven which is my favorite light mech. While slow, and being notable neither in terms of armamaent or armor, the mech is a true electronics marvel packing the highest tech that the inner sphere was capable of producing into it's frame. In MW4 the mech founds it's use regularly in single death games, because as the fastest mech that could pack both an active probe and ECM it was free to keep it's sensors turned on for earily warning and scouting purposes. I actually used this mech extensively in my time in MW4, and was often found making life difficult for the lumbering opponents I'd face as I'd pepper them with LRM's until they became enraged enough to give chase where i'd handily evade them. It might not have been evidenced on the killboards often but any time I could have several members of the opposing team give chase I would count it as a victory.
