Favorite story. You want me to pick one? Hah!
I've been on a Seanan McGuire binge recently, so I'll talk about her stuff.
My favorite of her series is the October Daye series. It's urban fantasy about October Daye, a San Francisco changeling. But rather than the Halloween kitchen sinks that are so popular (vampires, werewolves, and witches), Toby's world is filled with fairies. And not the Tinkerbelle kind. Oberon, Titania, and Mab, Seelie and Unseelie, Coblynau, Banshee, Kelpies, Kitsune, Puca, Undine, and many more. Toby is a PI in the human world, and a hero and a knight for the fairies. Or at least she was - the first book opens with Toby being turned into a fish for 14 years. Yes, you read that right.
Every book title comes from a line of Shakespeare, which gives some hints to what makes this series different from so many other urban fantasies. These are not stories of modern magic. They are stories of ancient and unchanging faerie realms coming into contact with the modern world, and of the people who have to walk the line between them, and try not to fall off.
McGuire's other big series is called InCryptid. It's also urban fantasy, but rather than faeries, InCryptid is about (you guessed it!) cryptids. Chupacabras, Bigfoots (Bigfeet?), Nessie, Jackalopes, Aeslin Mice* and many more. The Price family used to belong to the Covenant of St. George, which is dedicated to wiping out all cryptids, but the Prices decided that policies of extinction made you the monsters, rather than the other way around, and they quit. They did not quit training, however, which is why the Price version of hide and seek involves pit traps, and no Price would ever be caught out of the house with fewer than five concealed weapons. Not even Verity, who wants to be a professional latin ballroom dancer.
I consider the InCryptid series to be lighter fare than October Daye, but they are great fun. And don't miss out on the two dozen (yes, really!) short stories that are posted on McGuire's website!
Sparrow Hill Road is a stand alone. It's technically in the same universe as InCryptid, but it feels very different. There are no cryptids on Sparrow Hill Road. Instead there are ghosts. Specifically, hitchhiking ghosts. Sparrow Hill Road tells the classic ghost story of the hitchhiking ghost, but this time it's told from the perspective of the ghost. Sparrow Hill Road was originally written as a series of short stories about Rose Marshall. They were rewritten a bit when they were collected, but it still feels like a bundle of short stories. But they tell an overarching story as well.
Every Heart a Doorway is another stand-alone (at least for now) and is a novella. The premise follows a teenage girl coming to a boarding school for children who have come back from Narnia/Oz style fantasy adventures, but would have preferred not to have returned to Earth. They've come back after years of adventures to find that only a few weeks or months have passed, and they've grown up in ways that their parents can't understand, so they come to Eleanor West’s Home for Wayward Children where they don't have to pretend that it was all just a dream, learn to live in a world that doesn't fit quite right, and maybe, maybe find their doorway back home.
*the Aeslin Mice are McGuire's own invention, and they are quite possibly the best fantasy species ever invented. Sapient mice who are deeply religious and worship the main characters' family as gods. They greet most things and people with cheers and cries of "HAIL!", have perfect memories (and a tendency to turn mundane events into sacred holidays at a moments notice), and are easily bribed with cheese and cake. They are adorable, hilarious, and wonderful.