Love Sonata Arctica and they are one of my favourite bands
Got into them by downloading the 1st few tracks of Winterheart's Guild (their newest album at the time). Almost instantly went and bought the album, followed by their earlier stuff.
Really enjoy all the albums, so naming a favourite is difficult. If forced to pick, I'd probably go for Silence, mainly for the whole SA showcase available on the album. The mixture of light/dark songs and themes and fast/slow songs. The slightly different approach that came about on Unia took a couple of listens to get used to, same with Days of Grays
Again, for the same reasons, naming a favourite song is impossible as well. It'd probably be a whole list of songs, the arrangement of which will depend on mood, but End of this Chapter would be high up on the list
Also I've had The Cage set as my ringtone ever since I got my latest phone a couple of years back, so I get to hear the keyboard solo whenever anyone calls me