Favorite Mythical Animal
That's a hard one. I am an avid book collector, and I have a weak spot for bestiaries. It all started when I was browsing the library as a teen and found a Sci-fi bestiary that had corny pictures of aliens from other worlds. I can't remember who wrote it or even what the full title was, but it amused the heck out of me at the time.
Then I discovered the strangeness of the real thing. Medieval Bestiaries are full of oddities. Hedgehogs are said to use their spines to roll across feasts and steal food by having it stick. Ants and lions lay in bed together to produce ant-lions, and everything is a metaphor for the Christian worldview.
If you'd like to see for yourself, some of the better bestiaries are available online.
But as far as modern mythical beasts, I think my favorite is definitely the Gryphon. As a creature, it merges some of my favorite animals together: Lions and Eagles and rarely, snakes. Like a lot of monsters, they're said to guard treasure. Their favorite food is horse, and they're strong enough to carry oxen away in flight.
From that simple premise, artist have made some amazing adaptations. Now you can find gryphons in art that are part canary, or leopard. Pretty much any sort of bird or cat can be found in a gryphon in modern iconography. It makes for some amazing art.
Artists, like Nambroth, aka Jennifer Miller, McGibs, and Windfalcon play with the infinite variety that can be found in the modern Gryphon.
Please go check them out, and who knows, maybe you'll find you love the gryph as much as I do.