Winona Ryder.. I've loved her ever since Beetlejuice. Every single movie I've seen her act in has been great and I'll always admire her.
For a male actor, I'd say Robin Williams. He's a great comedian but he can also play serious roles and still manage some humor that fits in perfectly (example: What Dreams May Come)
I don't really consider them absolute favorites, rather if I were given a choice between a "popular" movie versus a movie with them as an actor, I'd choose them because I know it won't be a let-down.