Of the Greeks, I gotta say Heraclitus and Plato's work resonated with me the most. Even as a philosophy major, I shamefully admit I haven't studied enough the Hellenistics to have a formal opinion on them.
For English philosophers, Thomas Hobbes and John Locke are both neck and neck.
Of the Continentals, Arthur Schopenhauer and Friedrich Nietzsche were my two favorites.
The only Anarchists whose written work I enjoyed are Max Stirner, Albert Camus and Theodore Kaczynski.
Other odd favorites, including writers: Edmund Burke, Robert Nozick, Louis-Ferdinand Céline, Oswald Spengler, Ernst Jünger, Gustave Le Bon, H.L. Mencken, Jim Goad