I find it hard to pick favourite actors because for me, it also depends on what films they are in.
Ewan McGregor was fantastic in three of my all-time favourite films: Velvet Goldmine, Shallow Grave and Trainspotting so I'd probably lean towards him based on those performances and films.
However, Johnny Depp is always great, and I consistently enjoy the movies he is in. The Ninth Gate, Sweeney Todd, Ed Wood etc.
Vincent Cassel, Christopher Eccleston are also awesome.
Christian Bale is a great actor also, but I prefer his earlier films like Velvet Goldmine and American Psycho. I haven't cared for any of his recent, Hollywood movies.