I've studied classical mythology seriously since high school. I have to go with my beloved Greeks and Romans. Because I fell in love with them first, it's taken me to Egyptian, Chinese, Japanese, Nordic, Celtic, Native American, and Indian mythologies--along with Summerian and Mesopotamian. Every piece of speculative fiction I've ever written has some inspiration from mythology- from Asphodel, which is unabashedly based on the Breco-Roman pantheon and the Trojan War to Terella, which takes an ancient Summerian creation myth into a wholly new direction.
As for my favorite myth boy that's tough. Keeping with the Greeks, I'm going to have to say ...
*grin*
The myth of Aphrodite, Hephaestus and Ares from The Odyssey. Her husband Hephaestus catches her in bed with Ares and devises a trap for them. So he fashions a golden net that no one can escape from and hangs it over the bed. Then he waits. When Aphrodite and Ares are in flagrante delicto, he drops the net one them.
Then he invites all of Olympus in to watch.
*sigh* something about that myth just sings to me...I worked it up in a novella I wrote some years ago. What fun!