It's very hard to talk about "favourite" bands, when there are so many factors to take into account, such as programme, conductor etc. Equally, some bands produce frequent recordings, and others you are only able to hear occasionally.
Black Dyke are definitely one of my favourites, with particular memories of the final concert under James Watson at the Royal Academy of Music, when "Dove descending" (conducted by the composer) was phenomenal, and the Best of Brass in Birmingham a year or so back, when they played "Deep Harmony", with a fantastic bass note between the verses. They are definitely still the benchmark against which I judge the rest.
I've recently been lucky enough to see both Grimethorpe and YBS in concert, and they both put together well-balanced programmes, to challenge as well as entertain.