It is hard to say which, but language must come into the issue: speaking the language will enable one to benefit immensely more than if one does not speak it.
I think some of the smaller countries of Europe are often overlooked. Luxembourg has immense variety and lots of historic sites. Monaco (and I didn't go to the casino) has a lot to see, and Monaco Town on the Rock is historically very interesting.
Belgium is a study in contrast: the French-speaking south and Dutch-speaking north, and bilingual Brussels (an absorbing, fascinating city, in the centre). I lived in Belgium for a while and it helps to be able to speak both French and some Dutch.
Sweden a much larger country, though with a proportionately small population, has an invigorating northern 'freshness' to it; it's hard to desribe. I visited Gothenburg and was glad that I had learned some Swedish over the years.
So if I have a favourite? it's hard to say, but the way of going about choosing a 'favourite' European country should involve getting to grips with the local language(s) because in this way one benefits so much more in getting to know a country.