My favorites from the past were WSPK in the mid-80s when they had Dr. John Barron (Alan Sniffen) on Saturday nights, Marc Bolger in the morning, and the weekly top 30 countdown, and WPDH also in the mid-80s to early 90s, they also both did a nice year-end countdown show, which I often recorded.
As for current favorites I'll second the WKNY vote, good variety of music, too bad their signal is weak in the Poughkeepsie area, especially at night. I also liked WKIP in the Music Of Your Life days, but they also have a weak signal.