I wouldn't say it's my favourite but I noticed no-one mentioned Kyiv. It's only got three lines and is operated by (dirt cheap!) cute token system. The architecture in some of the stations is Soviet brutalist and the condition is variable.

For those wanting to experience long escalator rides that make your head go wooshy, head to Arsenalna which is the deepest station in the world at 105.5 m or 346.1 ft below ground.