This is a rather tough question for sure.Think I'ma have to go with paladin tier-2 set, Judgement Armor.Judgment ArmorWith it's significant shoulderpads and helmet screaming of power and respect.Also quite fond of priests vengeful set, Vengeful Gladiator's Investiture.http://www.wowhead.com/itemset=728#.
Worldbreaker Battlegear because it has those giant stones attached to the shoulders, effin awesome!
Now old but not so long favorite one is Wrathful Gladiator's Battlegear from my warrior alt. U just CANT stop loving it :) Wrathful Gladiator's BattlegearAnd why. It was basiclz final chain of evolution through arena seasons in WoTLK and ofc it looked AWESOME!
Druid's tier 2 set is my favorite. Stormrage Raiment (http://www.wowhead.com/itemset=214#.) has it all: hands of a tree, shoulders of a bear, horns of a moonkin and everything's neatly wrapped in leaves. Just a magnificent set of armor.
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I've never owned a full set of any Tier .. so my fav would be any of them!
I liked the tier 9 Hunter set, it looked amazing and it blended in with most of the background of WoW with the browns and the spikes that looked a little like branches.
I definately love the warlock's T4, the Voidheart set. Though the shaman's T8 with minivolcano-shoulders and epic look, the Voidheart wins. It looks like so pure evil including those shadowflames in front of eyes... Also in battles the set name tells you that you ain't gonna get any mercy (the name is a synonym for "Heartless", but Voidheart fits better for a warlock :D ).
My favorite set will always be the Battlegear of Might. All those spikes and the ever present danger of impaling yourself if you jumped made these an option for only the bravest warriors.
Hunter T11 Lightning-Charged Battlegear as it sends out a very clear message:If you mess with this hunter, not only she will kill you but she will go ahead and skin you, and will make some epic armor out of you.