Fun! Whenever someone asks me which book of his I like best, the answer always seems to be, whichever one I just re-read last. (Well, except for Dodo.)
More than any author I love, my history with Stephenson is mixed. Couldn't get past the first chapter of Anathem (though I plan to try again this year). Have tried twice to get through the first book of the Baroque Cycle (it's just a slog...a slog full of great writing, but a slog anyway). Those are huge pieces of Stephenson that are just blanks for me. I didn't finish Dodo, either (a minor piece). But the rest? Gems.
Not to take anything away from his masterpieces such as Snow Crash and The Diamond Age, which I adore beyond measure, but my favorite book is still The Big U. It's simpler than his later works, and he was still learning his craft when he wrote it, but it brings me such undiluted joy that none of that matters.
Couldn't finish it.
I've read everything else he's written and between liked it and _loved_ it... including the nonfiction. Only RAFOD was unfinishable, and _Fall ODIH_ I finished but didn't find worth it.