Dear “talmud”: All masechtas are included in the Talmud, regardless of whether or not a given masechtas has a gemara on it. Perhaps you meant to ask “of those mascechtas with a Babli gemara, which is your favorite?”.
Then you should ask, favorite for which purpose? For example, if you need to learn one fast in order to make a siyum on erev Pesach, ones such as Megillah and Beitsah win.
However it is clear the Pirkei Avos is without a doubt the most widely studied portion of the Talmud, the one most frequently published and commented on, and the one that has had the most impact.