I thought it's hilarious how Loki sleeps with almost anything and always gets pregnant right after, and then gives birth to the weirdest shizz. How do they come up with this stuff?? His trickster nature's popular in fiction (esp Marvel) so content about him is over-saturated, though.
I like Sleipnir a lot. It's Odin's war horse iirc, and it has eight legs! I found it really cool.
Fenrir is also super cool to me. Monstrous, violent wolf being that's out for blood. I love it! He's my favourite, but that's because I'm biased toward evil wolfish monster things.