Dune and its sequals.
Of all time, well, i am not sure yet if it fits, but "distress" by greg Egan, really is good. re-read it a week ago, its got reasonable hard science, good future plotting, the bit with the physics and quantum stuff isnt too wibbly and fits nicely, the narrator does a good job, and the characters are good. What more could you want?
Seeing as the title of the thread wants one favourite, but we all have many, I think thisll do for now for me.