Probably Halloween the most.
Halloween: You can be what ever you want, run around in almost nothing, knock on peoples doors, teepee houses with a guy that is dressed like a freak, and still be socially acceptable!
Thanksgiving: This would be a time to see family, but for the past two years (and again this coming thanksgiving) I dance on the "Macy's Day Parade" so it's alot of fun but it is alot more stress then it is fun. I don't get to see my family and I eat the closest thing to a Thanksgiving dinner I can find on the room service...(plus I don't eat meat so turkey is already a no).
Christmas: Fun and fun. Outside and with family and friends. Tons of new clothes and lots of trips to see family. This year I'll be in New Orleans helping out fr Christmas though...It will only make it happier though =).
But yeah, Halloween is probably my fav., for this year atleaste.