Some songs that had the distinct honor of being my favourites at some point. I think overall, I have to give it to Orion.
Metallica - Orion, To Live is to Die, Master of Puppets
Annihilator - Alison Hell
Zed Yago - The Fear of Death
Gamma Ray - Dreamhealer
Candlemass - A Sorcerer's Pledge
King Diamond - The Invisible Guests, Dressed in White
Hallow's Eve - Hallow's Eve (incl. routine)
Crimson Glory - Lost Reflection
Exodus - Piranha
Sepultura - Mass Hypnosis
Death - Lack of Comprehension, Overactive Imagination, Perennial Quest
Helloween - Ride the Sky
Megadeth - Holy Wars, Wake Up Dead
Bolt Thrower - The IVth Crusade
Testament - Apocalyptic City
Forbidden - Chalice of Blood
Blind Guardian - Valhalla, Journey Through the Dark, Noldor
Coroner - Son of Lilith
Helstar - To Sleep, Per Chance to Scream
Cirith Ungol - Chaos Rising
Iron Maiden - Powerslave (first favourite song in my life - 8 years old!)
Savatage - Hall of the Mountain King
Cynic - Uroboric Forms
Psychotic Waltz - Little People
Sacred Reich - Sacred Reich
Morgana Lefay - Madness
...just a few. And at the moment, the best song of the month, probably year that enjoys multiple repeats is Echoless Chamber by Vektor.