I chose Gonzo because he's always been one of my favorites--and one of the Muppets I've loved in EVERY incarnation of him, whether it's his early stuff from the Muppet Show and the first three movies, the more recent stuff (although I wish he'd go back to his own wardrobe), and EVEN the Muppet Babies version.
I have some sort of strange kinship with Gonzo, and although I don't know that he's my all-time favorite Muppet (that would be Kermit), I think that after running into mirrors, getting my head caught in an escalator, and falling off of various cliffs, bridges, into various holes, having an embryonic tail removed, and REALLY LIKING CHICKEN, I think I may have more in common with the blue "whatever" then I do with my green hero.
That's it.
Quinnnnnnnnnn