I hate to do this, because this is supposed to be all about D&D, but my absolute favorite die are my TORG dice. They are 20 sided die, 1-20, with a wonderful red/blue swirl coloring to them. One came with each TORG boxed set of rules; I liked TORG and the dice so much I bought two box sets.
In my head these are also my best rolling dice. They seem to consistency roll high. And this is why I'm okay with including these in this D&D post. Whenever I play D&D these are the dice I bring out when I need to put fear into the players.