Dalí have a long lasting fondness of mine. I like many surrealists, like Margritte and Freddie, but none of them have the vividness of Dalí, I think. Also, his paranoic critical method, as seen in "Narcissos' Metamorphosis" or "Mountain Lake" is a really interesting way of taking on a subject.
Also I have taken Miro to my liking recently. His way of painting is extremely ruthless, as all the layers of the process is clearly visible, and the order of which each layer of paint is applied becomes of great importance. As an aspiring painter myself, I have the same fascination with his paintings as a musician would have with an extremely technically diffuclt piece of music.
Speaking of more recent artists, my countryman Allan Otte is a contemporary realist whose works I greatly enjoy. His paintings lie on the border of painting and digital art and though they're realist they are very interesting. Christian Lette is another contemporary Dane whose works I like, though they're far from realistic, being DMT-fueled, dreamy, large-scale drawings, much of which lie in the borderland between illustration and abstract art.
Also I like the works of Nicholas Roerich, though I haven't gotten around to check him out properly.
Can't pick my one favorite artist, though