Nice thread!

What is your favorite subway system, and why?
Moscow, because it's so beautiful, the trains come so frequently, and it's the first system outside my hometown that I explored extensively on my own as I was growing up, so there's some sentimental attachment. Besides the obvious beauty of the art, I like the variety of clocks used to tell the time since the last train. Using the system as a reference point has resulted in some strange experiences when riding Moscow-inspired systems in other places -- for instance, boarding the Tashkent metro at Abdulla Qodiriy, a very Moscow-reminiscent station with a decidedly un-Russian-sounding name.

What are some of the most enormous subway stations that you know of? How do you deal with them.
Shinjuku and Shibuya, for certain. Usually I can rely on the exit number to know where I'm going, but this year I exited at Shibuya and not only could I not find the exit number I needed, I stumbled upon a wholly new line I'd never heard of. A window in a passageway alerted me that I was actually right near where I wanted to be.

What is your favorite airport for subway access to the downtown area it serves?
Boston, because (as mentioned) it's close to downtown and, though not a true subway line, the Silver Line from the airport is free (though I've never taken it, because the airport is so close to my brother's bar that I usually walk over for a drink and then board at Maverick).

Do you have any general tips to offer on the systems you know best?
In New York, as mentioned, pay attention to express and local trains so you don't bypass your stop, and pay attention to rerouting at nights and on weekends. I feel as though the advice to avoid the turnstiles on the end (because they are more frequently used and therefore get dirty and return more error messages) is sound, but I doubt my positive experience heeding it is enough proof that there's actually a difference.

What's your protocol for identifying optimal station exits?
Figure out what direction I want to be heading in when I leave, figure out what direction the train is heading in, and use the two to position myself on the train so that in a perfect world, there will be an exit near where I get off that's close to where I want to go. I haven't figured out how to get Google Maps to show all the station exits, at least in New York.

Seth