Personally I love Hallows End, just because I live in Australia and seeing as how Halloween is an American thing its not really celebrated over here. But I love the whole pumpkin carving and what-not and so I really enjoy being able to participate in the Hallows End quests with my friends.
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NobleGarden - I just love running around as a bunny and going for Easter egg hunts, i also like that its the only holiday title you can get for a 19 twink :).
My favourite World of Warcraft holiday is Brewfest. Drunken Stupor has to be my favourite achievement for its level of pure carefree insanity =P
My favourite is "Love is in the air", I like to watch those Winged--Goblin all around Orgrimmar!
MIdsummer Festival, just love the theme and all, It was the first event that had Event boss i think so because of that too.
My favorite Holiday is Halllows End, Because I love going to the different areas and Trick or Treating, also Killing Headless Horseman.
Hallows End. Simply because of all the costumes and character modifications available during this holiday. PUMPKIN HEADS!
Hallow's End is so fun! I just got it on my main - trying to get the Feat of Strength for having 9,000 achievement points. Only thing that sucked was getting so many Sinister Squashling pets and then having to promptly delete them cuz I already had it. >.<
Pilgrim's Bounty b/c that's the holiday I can always level my alts cooking for cheap-o!
My favorite holiday is Love is in the Air because of the smokin' Lovely Dresses! Transmog here I come :D