S2 for me.  Most beautifully balanced,  visually and thematically.  Although my  favorite single episode may be HLV,
since I'm always a sucker for the most recent episode,  and the anticipation that comes with it.

Which is my favourite series/season?

That's a really difficult question.  I really love every single episode of the show, but if someone made me choose only one season I would, after much deliberation, pick Season/Series 3.

Reason:  Probably for the intensity of emotions contained within and the character growth that results from that said emotion.  From my perspective at least, Episode 1 has the shock of John's loss of Sherlock being exposed in its most raw form and Sherlock's realisation of the impact that his death had on John.  This is a game changer for Sherlock.  He never really considered how his disappearance would impinge on John before this point.  Even when he is talking to Mycroft about meeting John he is oblivious to the strength of John's grief.  Even when Mycroft warns him that such a shocking reunion might be less than joyously received by John.  And while it is happening he still can't understand why John is so upset with him.  It isn't until later - perhaps even much later when John finally asks him to be his best man that he is hit with the realisation that John really likes (loves) him as a friend.  

Which brings me to my most favourite episode of the whole show... The Sign of the Three.  How could I not vote for a season/series that included this wonderful masterpiece of film making/acting/writing.  This episode alone qualifies Series/Season 3 as the best in my books. 

The sublime "Speech Scene" is one for the ages. Of course it is inter-spliced with on of the most touchingly funny scene where John asks Sherlock to be his best man, as well as including the perfectly choreographed "Stag Night" sequence.  
And then there is the real climax of the episode (not the daring-do one where Mary, John and Sherlock rush off to save Major Sho) but the emotional climax of the story - when Sherlock profound gratitude and love for his friend John, leaving the whole room of wedding guests weeping (and I don't doubt a good deal of fandom).  

He knows now just how deep both of their emotions run but humorously is still naively still unaware that others can see what he has just learned.  John's hug is encompassing and unconditional (he knows Sherlock can't hug him back) but it is an expression of happiness at the progress he has made and a time of deep connection for John of their bond.  

Then comes Sherlock's "hug" at the reception.  His music and the little speech made after the pregnancy deduction.  He was giving John his gift of recognition of his happiness (in his bonding with Mary) and for the first time in Sherlock's life (I think) he is being empathetic to someone.  He is truly happy for John.  In fact that point is driven home because we see how lonely Sherlock is personally in the aftermath of John's happiness as he leaves the wedding early.  Heartbreaking and yet somehow noble.  For once he didn't act selfishly and dwell on his loneliness that John's life is taking a different direction. It was foreshadowed in the earlier scene where Mary and This final scene was done all by Sherlock on his own volition.  Just a masterpiece of writing, acting and directing.

Then of course is the final episode of that season - His Last Vow.  Sherlock decides to sacrifice himself so John and Mary can live in their love together.  It is a physical manifestation of his earlier words and gestures in The Sign of the Three.  He murders Magnussen so John and Mary can continue their life.  He fully expects to suffer because of this action but he has decided it is worth it.  The episode fits in so nicely with the other two and demonstrates the power of the bond between John and Sherlock.

Powerful stuff to be sure!
-Val