My favorite Sesame Street Muppets would totally be...
 
1) 
Oscar the Grouch: If I had to pick one favorite, it probably would have be a Oscar, I think he's the most complex character on Sesame Street, people sometimes label him as the bad guy or the evil one on SS, which he's not, he actually has a heart of gold. Plus people also like to label him as the homeless one or whatever, when in actually, he would much rather live in a trash can than some million dollar mansion, 

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2) 
Cookie Monster: He's just a fun character, how could one not love Cookie, 

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3) 
The Count:  I love pretty much any of Jerry Nelson's muppets, he's awesome, 
 
4) 
Bert and Ernie:  Okay, I know I'm doing five, but I count Bert and Ernie as a pair, you can't have one without the other, lol. Two best friends and possibly the best example of Frank Oz and Jim Henson's chemistry,