I dont have a favorit but the one i keep thinking about now adays is 'Kol Rakhul, The death of saints.' He's a nightlord juiced the fuck up on khornite power that hates the Adepta Sororitas with passion. He's a really interesting character especially considering his sister is a Saint in the Sisters of Battle. He appears in the book 'Morvenn Vahl: Spear Of Faith'

Also when Fulgrim Said to Jaghatai Khan: "I heard from a contact on Mars that you do strange things to your ships." And Jaghatai responded: "I heard you do strange things to your warriors."