I’d have to reply my favorite is General Pershing of the USA:
http://en.wikipedia.org/wiki/General_Pershing
who held the highest rank of any American military commander:
In 1919, in recognition of his distinguished service during World War I, the U.S. Congress authorized the President to promote Pershing to General of the Armies of the United States, the highest rank possible for any member of the United States armed forces, which was created especially for him and one that only he held at the time (General George Washington was posthumously promoted to this rank by President Gerald Ford in 1976). Pershing was authorized to create his insignia for the new rank and chose to wear four gold stars for the rest of his career, which separated him from the four (temporary) silver stars worn by Army Chiefs of Staff, and even the five star General of the Army insignia worn by Marshall, MacArthur, Bradley, Eisenhower, and H. ‘Hap’ Arnold in World War II (Pershing outranked them all).
Otherwise, I don’t have a real choice I can call my favorite. The technology of the machine gun, and how this made former military techniques completely obsolete, was completely misunderstood by the commanders during the entire war. This, or course, resulted in needless massive casualties.