Necromancer is the first I played and will always occupy a special place. While there aren't as many endings as Eternal or Ground Zero, the story is satisfying, you care for the characters the Necromancer cares for, and really don't care for the ones he doesn't care for (doesn't mean they are undeveloped, but End does a very good job of getting you to completely take ownership of the character and feel immersed, even when you are not necessarily making any choices).
But I wouldn't say that makes Necromancer my favourite, as the characteristics I mention are common in pretty much every EndMaster game I've played. So I don't have a favourite, each game left me satisfied and yearning for more. Even Death Song's true ending, though by no means victorious or happy, was thoroughly satisfying. Many of the endings in the games gave me this feeling of catharsis, and that's one of the marks of a successful story for me. That being said, Eternal is the model and exemplar I refer to - and the inspiration - for the storygame I am currently writing.
Over the past month or so I've started exploring and actively rating other storygames on the site too, as my experience to date has been largely centred around these few games. I've currently got about fifteen tabs open with games I want to give a whirl. I'm starting to think it may be convenient to have a bookmark game button or some such.