My favourite pie is probably steak. Usually plain steak, but steak and ale or with mushrooms is nice. Or a chicken and leek pie, I like those. Depends on where you get it from of course, the quality has to be good.
I prefer pies that have pastry all the way around, not just a pastry lid on top of a filling sat in a dish as you tend to get in restaurants nowadays. That said, I don't often have pies because gluten can cause me some indigestion, but when I do indulge I like to enjoy the pastry as well as the filling. Filo pastry is nice for a change, but my favourite is a thick and satisfying 'normal' pastry. I used to have decent Fray Bentos pies circa the turn of the millenium when I was at university; they were among the best dinners I ate in the first year.