I don't like any of them, but I'll choose Halloween because I like horror movies and that's pretty much it.
My real favourite holiday is New Year, I don't know why but it just is, also the only time of the year when my "You really shouldn't drink" voice in the back of my head decides to take a break, so it's about the only time in the year when I can actually drink, but I don't really get drunk though, well not much anyway, in any case the start of a new year makes me happy, I'm not sure why but it always has.
Thanksgiving isn't even a thing here in MĆ©xico and I hate Christmas, the worst time of the year I say, by which I mean most of my christmases have been pretty crappy, to be honest around the time I was 12-13 I started just going outside and spending all day walking around instead of at home because I hated Christmas that much, no one even cared which probably gives some sort of hint as to why I hate it.