Dali has to be my favorite.
Also love de Chirico, Miro, Ernst, Magritte, Kandinsky, Giger, Escher, Bacon, Van Gogh, Kirchner, Chagall, Monet, Manet, Hopper, Wyeth and too many others to count.
My favorite styles are surrealism, expressionism and impressionism.
I'm not too picky when it comes to art, I like just about everything. Except most modern art, stuff like concept art, abstract expressionism, De Stijl and most (not all) pop art, which I despise.