Since 1981 when I saw a picture of it in a college textbook, my favorite sculpture has been the Daughter of Niobe in the Museo Nazionale Romano. Unlike most of the Classical sculpture displayed in Rome, the work is a Greek original from 440-430 BCE. The sculptor is unknown, but the piece was found in the Horti Sallustiani in the Ludovisi Quarter of Rome.
I have tried in vain to find an image of the sculpture on the Internet. Perhaps when I get my textbook ("Greek Art" by John Boardman) out of storage I will scan a copy of the picture and post it.
The statue depicts one of the daughters of Niobe in the moment that she is struck in the back with an arrow as part of the god's retribution for her mother's hubris. Without trying to describe the work in detail, I will say that what I like best about the piece is its impression of movement. The daughter is caught just as she is reaching around her back to grab the arrow. There is no sense of pose; one imagines one is looking at a single frame of a movie that was in motion before and after this instance in time.
The technical perfection of the work combined with the sad myth of Niobe and the suffering of her children combine to make this my favorite sculpture.