Look at my avatar. That's the most useful for me because that's how I look like IRL :I

I keep using Portal emoticons a lot and I especially like using the Chell one.
Though my friends think it looks creepy.

A majority of the Holiday 2013 ones, since they're actual... well emotions, rather than say, a neon hamburger.

Also, :pinkheart: and the Blade Kitten ones, if they weren't so ridiculously expensive.

...Then again, I also love anything with snakes in them. :p

:hiss:
:cobrastan:
:snake:
:hiya: (well... it's a hydra, but there are so few snakes, at least it's snake-like ;_;)

And there's :hype:, but I'm not paying that for an emote. (Any I missed for my snake collection, by the way? <3)

:FateSnake: Well, there's one more. Surprised to see another expensive snake.

Emo FDR is the best icon on Steam.

:dealwithit:

:teabag: with no doubt the best ever and best in combination with :gmod: :A: :Y:

:facepalm:

( ͡° ͜ʖ ͡°)

:yaranaika:

Jimmy :D

Pretty much the only emoticon I use.

:bbtcat: obviously

I can't decide, what's why I collect them all B)

One of my favorites is :golden:

Too bad Valve only grants me 8k characters in the info box, else I would display them all on my profile (warning, lots of emotes, open at your own risk).

:poop:

:special:

i love my :weed:

this is the best emoticon in the world

:gull:

FrankerZ

:cybereye: :pandastunned: :D:

:B1:

:TheD:

:B1:

Pretty much the ones i use often.

:jd2cake: sweet cupcake!

All the They Bleed Pixels emoticons except the Rare one. One of those few collections of emoticons on Steam that actually represent some emotions instead of being random crap...

Alphabetic emoticons spelling your nickname/custom id. That would be all.