Sam Elliott as Sgt. Maj. Basil Plumley in We Were Soldiers
Typically favorite doesn't mean all the ones you can come up with.
George C. Scott - Patton (the feature film, not that crap they put on television years later)
Jack Nicholson - COL Nathan Jessup - A Few Good Men
Clint Eastwood - Gunnery Sergeant Thomas Highway - Heartbreak Ridge
Kirk Douglas as Col. Dax in Paths of Glory.