Breezehome is okay. Sturdy little hut, great for a small family with a low budget.
Honeyside - A dinky little house in a bad town. More of a temporary hideout to give the Jarls the slip. I never liked it.
Vindrel - All I can think of is CO poisoning.
Hjerim - A good upper-middle class kind of home, large enough for a family, all the amenities and space a thane deserves.
Proudspire - A home for a proper thane of great riches.
I like the latter two, but I've only really spent much time in Hjerim.
Hjerim is probably my favorite; located in a major city, decent size, has a lot of amenities and is very atmospheric. It also requires a lot of footwork to unlock, so there's a real sense of accomplishment when you get it.
After that, I like Vlindrel Hall a lot. Markarth is one of my favorite cities, and it's unlike any other house in the game.