You said favourite, so I don't necessarily consider them the best, just my favourites.
ALL TIME.
Best Batsmen: Victor Trumper, Martin Donnelly, George Headley, Rahul Dravid
Best Bowler: Clarrie Grimmett, SF Barnes, George Lohmann
Best Fielder: Victor Trumper, Jonty Rhodes, Andrew Symonds
Best All rounder: Daniel Vettori, WG Grace, Warwick Armstrong
Best Keeper: Ken James, Jeff Dujon, Ian Healy
Best Captain: Allan Border, Steve Waugh, Douglas Jardine, Michael Vaughan
CURRENT
Best Batsmen: Kane Williamson, Shiv Chanderpaul
Best Bowler: Vernon Philander, Dale Steyn
Best Fielder: David Warner, AB De Villiers
Best All rounder: Shakib Al Hasan
Best Keeper: Matthew Prior
Best Captain: MS Dhoni, Graeme Smith