This is a great idea, and now with Imaginaerum, reminds me that we should have another Nightwish Survivor game!
This is also kinda hard, because a lot of my favorite Nightwish songs are bonus tracks, and not officially from any albums. So I'm gonna mention those in parentheses.
Angels Fall First: This is really a tough one, because my favorite changes all the time. I'll say "The Carpenter" because that's really the song that piqued my curiosity to hear more of their music. But "Elvenpath" was the first song I ever heard, and I'm a sucker for LOTR references. I think I'll give the winner to a bonus track from this album, "A Return to the Sea".
Oceanborn: Another difficult one; I'd say it's a 3-way tie between "Sleeping Sun", "The Riddler", and "Passion and the Opera". I'll probably go with "Sleeping Sun" because that's one of the only songs that ever made me cry the first time I heard it.
Wishmaster: No question here, my favorite is the very underrated "Bare Grace Misery"! And I have to also give a nod to the heavy version of "Sleepwalker".
Century Child: Another toughie..."Ocean Soul" is a huge favorite, but "Dead to the World" has personal meaning too, because it's OSA's official song, bestowed to us by Tuomas. However, out of all the songs on the album, my favorite once again goes to a bonus track, the experimental "Lagoon"; the lyrics which I have quoted in my signature at various Nightwish forums since the song was released and still have in my signature to this day.
Once: "Planet Hell" is my favorite track on the album, but I have to give a nod to "Higher Than Hope", and a favorite bonus track, "Live to Tell the Tale".
Dark Passion Play: "The Poet and the Pendulum" is everyone's favorite track, so it is mine as well.
Imaginaerum: Right now both "Slow, Love, Slow" and "Song of Myself" are vying for dominance. Get back to me in about a year after the album's newness has worn off.