When I think of Michael Jackson, Beat It always comes to mind before everything else. So though it's not my favourite (anything from Off the Wall is), perhaps it's the greatest in its sticking power (well to me at least).
"Just Beat It, Beat It, Beat It, Beat It
No One Wants To Be Defeated
Showin' How Funky Strong Is Your Fight
It Doesn't Matter Who's Wrong Or Right
Just Beat It, Beat It"