Dunno if it's my favorite exactly, but I want to know more about Kyurem before Reshiram and Zekrom split off. Particularly, I want to know what happens if it fuses with both at the same time. I've got this whole dark-space-god anti-arceus headcanon going on. (I know Kyurem is supposed to be the absense of yin and yang, but he's kind of a jerk so I imagine he'd still be one even with yin and yang balanced in him)
So yeah, I just put way too much thought into his background, but part of what I like is that he's got so much going on.
"Anything worth fighting for is worth fighting dirty for!"