I like theorems and such, but i think having a favortie one is kind of wierd. I do like Euler's famous formula relating imaginary numbers to sines and cosines. But I'm sure that some one has used that, so I will say that more specifically, i think it is cool when this formula is cool when evaluated at Pi.
$ e^i*pi = -1 $
This can be written as $ e^i*pi + 1 = 0 $ to relate five of the most important numbers to each other in a very simple way. If someone else already used this, then I'm sorry for that.