He's my favourite because of his interaction and affect on Sam, even going back to more than a decade before Sam was even born. (This seems to be a trend with this meme. Everything and everyone seems to revolve around Sam.)
You must find me a child. A very special child.
(Eyes flash yellow)
What do you mean? What child?
The very next shot is of Sam. He was doomed from the very start, conceived, fed demon-blood and watched over by demons since he was a very young child all so he would follow his destiny to become the one (the only one, according to both Ruby and Azazel) to free Lucifer and become his vessel. And even after Sam manages to over-power Lucifer's control of his body and mind and soul and throw himself into the cage, get pulled out of the cage by Cas and resouled by Death, he's still not free of him.
I think Mark's return to the show as Hallucifer was even better than his initial run of episodes and I would welcome back with open arms in a heartbeat. I love a villain who doesn't think he is one but rather the hero of the story.