I love most of the vegetables that I've tried, so I can't narrow it down to just one favourite. But my favourites are potatoes, carrots, broccoli, cauliflower, green beans, peas, corn and red onion! There are plenty of other veggies I like as well, though!
My mom sometimes sprinkles parmesan cheese on asparagus and roasts it in the oven, and it is actually heavenly... she doesn't make it as often as she used to since my dad doesn't like cheese, but I think about it often.
The only veggies I've tried so far that I'm not a fan of are zucchini, celery and eggplant. I like the taste of zucchini, but I ate so much of it growing up that I'm still sick of it to this day LOL. I like the taste of celery as well, but I can only eat it if it's cooked since the stringy bits are... not it. And I'm not sure if it's just because of how the eggplant was prepared (oven-roasted and it got a little burnt), but I didn't like the taste at all. I'm open to trying it again, though!