I use the Ultra Ball the most, but that doesn't mean it is my favorite one. In my Emerald Version, I sometimes buy a whole load of Dive Balls to go underwater and use them on any Pokemon I encounter. The Safari Ball is also one of my favorites, as you can only use them while hunting in the Safari area, which I find very enjoyable. I have not been there for the longest time, but I love leaving Pokeblocks and hoping to encounter one of the rarer Pokemon there, such as Heracross.
The Ultra Ball is the most efficient Pokeball for me, but I find the design of it pretty plain and boring. The Pokeball I use the least has to be the Luxury Ball, as I only recall using it once or twice in any of my games. To catch the Regis, the Timer Ball was the most efficient for me, as Ultra Balls just were not working. I stalled by reviving and switching my Pokemon until the Timer Ball caught Registeel and Regice. I was able to capture Regirock easily with an Ultra Ball, oddly. I used around 30 Ultra Balls for the other two Regis, and all of them failed.
The funny thing is that one time, I tried to catch Groudon with a Pokeball at full health and before even using 20 of them, I actually succeeded in capturing Groudon. I was not expecting that at all, as I was just having some fun.