I'd say my favorite undead monster has always been the ghoul. But the kind of ghoul I've preferred has matured over the years.
The first kind of ghoul I encountered and loved to hate was the old AD&D kind, the kind that is a major terror to low-level parties due to its overpowering ability to Paralyze with a touch. A paralyzing touch power combined with its claw, claw, bite triple-attack and lack of any need for a morale check (undead traits) left many a 1st-level fighter seizing on the dirt floor while the beast took its time to kill off the weaker members of the party (except the elves, who were somehow immune and able to run away). Of course anyone killed (but not totally devoured) by a ghoul becomes a ghoul. And if that wasn't enough, those nasty bastards traveled in packs of 2d12! Yipe!
There's the Call of Cthulhu ghouls who are goat-legged dog-headed beasts who only eat dead bodies and prefer not to mess with the living. In fact, if you disturb them in a tomb where they're feasting on freshly-exhumed corpses they scurry away into the darkness. This paints a much more interesting picture in my mind, because as you explore the tomb you know they're out there. How long until they get fed up with your interference before they decide to take back their territory? How long do you have to find the crucial clue you need hidden amongst the ruined sarcophagi? Will they come back when your back is turned? These ghouls are even semi-intelligent and can even speak under the right conditions. Not only that, some of them are actually people who're just so depraved they live amongst the ghouls and feast with them! Spooky stuff, and even though they sound weaker in stats, they are much more foreboding and interesting than just a pack of two-legged carrion crawlers.
But I've since found a third type of ghoul. The "ghul." This is the desert-dwelling creature that takes the shape of the person it most recently devoured, and likes to lure children to abandoned places and slay them. I like the idea that the ghoul actually changes form into the person it ate last. Like, not a perfect copy, its still all dead and zombified-looking, but perhaps in a low light setting could pass for your friend...until its too late! You can imagine this somehow being more horrifying than actually encountering a ghoul-ified version of your friend, because then you'd be at least "putting them to rest." But if you kill a ghul that just looks like your pal, you realize that their body is still out there somewhere, just be rotting in some mud pit not at rest, or possibly even being eaten by other ghuls...