Actually, I don't have one! Instead there are entire classes of objects that I find very intriguing. The gamma-ray bursts, for instance, are at the top of my list. Every day, there is an burst of gamma-rays from a different part of the sky. Despite 20 years of study, NO ONE knows for certain what they are, and they happen so quickly that we can never seem to follow up their gamma-ray burst with observations at other wavelengths to search for optical or infrared candidates to them.