All of my domains are winners in my book, so it's very hard to just pick one. However, if I had to, it would be my very first domain: cleansurf.com. I recently had an offer for several thousand dollars for this one, but decided to hold onto it and develop it. Makes modest money now, but should pick up with time.
Second would be the domain name mynemo.com. Bought in 1999, then lost, then recaptured just this year, this domain means a lot to me just in my personal history with it. I would like to brand this as a search engine some day.