This is a tough question, but here is my choice:
HT: with you
M: figure 0.9
MTM: leave out all the rest
ATS: iridecent
LT: lost in the echo
R: a light that never comes
THP: a line in the sand
But there are a lot more songs I really enjoy and these ones are just what I can think of right now 
It depends on my mood. Let s say for today my favourites are:
H.T. In the End
Reanimation Krwlng
M. Just the whole album 
C.C. Points of Auth/ 99 Problems/ One Step Closer
M.T.M. No More Sorrow
A.T.S. Wretches and Kings
L.T. Lost in the Echo
Recharged A Light that Never Comes
T.H.P. Until It s Gone, Guilty All The Same
Hybrid Theory: Points of Authority
Meteora: Figure.09
Minutes to Midnight: No More Sorrow
A Thousand Suns: Wretches and Kings
Living Things: Roads Untraveled
The Hunting Party: Keys to the Kingdom
Hybrid Theory - A place for my head
Meteora - Faint
Minutes to Midnight - No more sorrow
A thousand Suns - Blackout
Living Things - Victimized
The Hunting Party - Rebellion
Hybrid Theory: Crawling
Reanimation: Krwlng
Meteora: Breaking The Habit
Minutes To Midnight: No More Sorrow
A Thousand Suns: Burning In The Skies
Living Things: In My Remains
The Hunting Party: A Line In The Sand
HT: A Place for my Head
Meteora: Numb
MTM: No More Sorrow
ATS: The Catalyst
Living Things: I’ll be Gone
Recharged: Castle of glass(M. Shinoda remix)
The Hunting Party : A line in the sand
Hybrid Theory: In The End
Meteora: Numb
Minutes to Midnight: Shadow of the day
A Thousand Suns: Iridescent or The catalyst
Living Things:In my remains or Powerless
The hunting party: Until it’s gone or Rebellion
HT: A place for my head
Meteora: Numb or From the inside
MTM: Leave out all the rest
ATS: Waiting for the end or Iridescent
LT: Roads untraveled
THP: A line in the sand
hybrid theory-high voltage
reanimation-frgt/10
meteora-lying from you
live from in soho-in pieces
live in texas-from the inside
collision course-points of authority
minutes to midnight-the little things give you away
road to revolution-leave out all the rest
a thousand suns-the requiem
living things-burn it down
recharged-a light that never comes
the hunting party-rebellion
Hybrid Theory-Crawling
Meteora-Faint
Minutes To Midnight-What I’ve Done
A Thousand Suns-Waiting For The End
Living Things-Castle Of Glass
The Hunting Party-still undecided between Until It’s Gone and The Final Masquerade
Xero: Reading My Eyes
Hybrid Theory EP: Carousel
Hybrid Theory: A Place For My Head (Papercut a very close 2nd)
Reanimation: P5hng Me A*wy
Meteora: From The Inside
Collision Course: Dirt Off Your Shoulder/Lying From You
Minutes To Midnight: Valentine’s Day (Across The Line, but it got cut)
A Thousand Suns: When They Come For Me
Living Things: Tinfoil/Powerless
The Hunting Party: A Line In The Sand
Hybrid Theory EP - And One
Hybrid Theory - A Place For My Head
Reanimation - 1STP KLOSR
Meteora - From The Inside
Minutes to Midnight - Tie between: Shadow Of The Day and No More Sorrow [Extended Intro]
A Thousand Suns - Waiting For The End
Living Things - Lost In The Echo
Recharged - I’ll Be Gone (Vice Remix)
The Hunting Party - Tie between Final Masquerade and Mark The Graves
Mall Soundtrack - It Goes Through
Favorite Single - New Divide
Favorite Cover - Wish
Subject to change tomorrow! haha
Hybrid Theory - “Papercut”
Meteora - “Lying from You”
Minutes to Midnight - “Leave Out All the Rest”
A Thousand Suns - “When They Come for Me”
LIVING THINGS - “LOST IN THE ECHO”
The Hunting Party - “Mark the Graves”
Hybrid Theory - crawling
Meteora - Figure.09
Minutes To Midnight - given up
A Thousand Suns - Wretches And Kings
Living Things - I’ll Be Gone
The Hunting Party - Final Masquerade
Yet another evil thread, making this list was like pulling my fingernails out with a pair of pliers 
HT EP: High voltage (the proper original)
HT: Runaway
Reanimation: By_Myslf
M: Somewhere I belong
CC: Poits of authority/99 problems/ one step closer
MTM: No roads left
LPU 8: 26 lettaz in da alphabet
LPU 9: A-six
ATS: When they come for me…TRY THE KETCHUP MOTHERFUCKER!!!
LPU 10: Pale
SFTU/ADU : Dedicated
LPU 11: Slip
LT: Powerless
LPU 12: Homecoming
Recharged: ALTNC RRR
LPU 13: Pretty birdy
THP: All for nothing
LPU 14: Berlin one version c
Hybrid Theory: Crawling.
Meteora: Easier To Run.
Minutes To Midnight: No Roads Left.
A Thousand Suns: The Catalyst.
Living Things: Lost In The Echo.
The Hunting Party: Until it’s Gone.
Hybrid Theory - Forgotten
Reanimation P5hng Me A*wy
Meteora - Lying From You
Minutes To Midnight - In Pieces
A Thousand Suns - Blackout
Living Things - Lost in the Echo
Recharged - Castle of Glass (M. Shinoda Remix)
The Hunting Party - Guilty All The Same
This was rellay difficult to say! >< <3
HT : absolutely CRAWLING.
Reanimation: 1 stp KLsr
Meteora: Breaking the habit
MTM: Leave out all the rest
A thousands Suns: the catalyst
Living things: Lost in the echo
Recharged : castle of glass
THP: REBELLION!
HT-points of authority
Meteora-faint
MTM-leave out all the rest
ATS-waiting for the end
LT-lost in the echo
THP-wastelands
but my best song is New Divide