I tend to break these kind of lists into catagories because I'm a soft touch.
Favorite (The Easy Rawlins series)
Best (in my opinion) The True Crime series by Max Alan Collins
Guiltiest pleasure - The Spenser for Hire series by Parker. Over the top but I started seeking the books out years ago due to my love of the Robert Urich/Avery Brooks series (Brooks, by the way, was awesome as Hawk) series and have devoured what I came across, off and on, since.
The Millennium Series by Steig Larsson:
Girl with the Dragon Tattoo#1
Girl Who Played With Fire#2
Girl Who Stirred the Hornet's Nest#3
Agatha Christie's Poirot series also qualifies!
The Lew Archer series by Ross Macdonald.
I have to agree with John here, Ross Macdonald's Lew Archer was the best in my book. My favorite now is Robert Crais' Elvis Cole and Joe Pike series and Tess Gerritsen's Rizzoli&Isles (the novels, not the TV show, though I enjoy that too)
My own favourite is the Inspector Wexford series by Ruth Rendell. The books are a joy to read and keep me guessing until the end. Wexford is a middle aged police officer with intelligence, empathy and tolerance. Self educated, he enjoys the arts and has an interesting family life, where relationships are sometimes stretched. The UK TV series, starring the late George Baker, was also very good and true to the original novels. Just call me "old school" and certainly middle aged...
Caroline will be your friend. She loves Rendell. I like her books also. And then, of course, there are the Morse books, also with TV series. And last but not least, my own favorite: R.D.Wingfield's Inspektor Frost series, again witrh a fine TV series. :)
Sherlock Holmes, of course, with Ed McBain's 87th Precinct a close second.