The topic was more fully: "Your favorite set of dice/individual die", which is weird wording open to several interpretations. I'll just run with whatever comes to mind.
There are many sets of fancy premium dice I could mention, but I don't own many of them. There is one idea I thought was genius, true to its marketing and actually useful to gamers:
Boom. Plop it on the table. There is a monolithic quality to a pound of assorted dice, and sold by the pound at that. It's relatively cheap and expendable. It means it's time for serious gaming, this quantity exists, it's present, it's bone throwing time. And it's good for not so serious gaming as you have some spare plastic polyhedrons to toss at players.
There's also an element of mystery at what you'll end up getting, some of it is crap, most of it is useful. Most importantly it's fun, if only for one time.
Favorite individual die is easy - d12.
It's one of the more spherical polyhedron and rolls well like the d20. It's aesthetically pleasing and easy to read. It has a good amount of granularity. Unfortunately the d20 and d10 in all their rounded number dominance have shuffled the d12 to the sidelines. The d12 is underused. I'm glad the 3E Barbarian puts the d12 to use, it was like hitting a quota or something. The Greatsword should have been a d12 like all the other "great-" weapons.
Come to think of it, I feel the two-handed sword in 2E should have dealt 1d12 damage by default instead of 1d10. The glory-hogging mystical-mundane katana also did 1d10, had a speed advantage, and one-handed/two-handed versatility. By comparison, it was a disservice to the 'king of big blades' (in terms of fantasy games) to make the two-handed sword with the inferior d10.
Let's see how that looks.
Weight 15, Size L, Type S, Speed 10, Damage (Sm/Md) 1d12, Damage (Lg) 3d6
There we go - gameable material. Can't say this blog never contributed an iota to the cause of the dice gods.