Since I've already started talking about my favourite levels in the wrong topic, I thought I'd come and list them in the right one.
Lemmings:
Postcard from Lemmingland - a good puzzle (or it was for someone of my age at the time!)
Going their separate ways - the Mac version's one unique level, unless you count the harder version of The Steel Mines of Kessel. "All the 6s" seems to occur on a lot of people's favourites list, but I'd much rather have this.
Heaven can wait, we hope - endearingly frustrating!
Compression Method One - because I was so happy when I solved it!
Come on over to my place - the same. A lovely puzzle.
Call in the bomb squad - unique. What else can I say?
It's hero time - a classic.
The Great Lemming Caper - "great" isn't a good enough word for this madcap masterpiece!!!
The Fast Food Kitchen - neither hard nor puzzling, but great fun
No added colours or lemmings - rather spoiled now that everyone knows the trick, but it was a great feeling to solve it for the first time
Oh No More Lemmings:
And now, the end is near - "like all the best puzzles, it appears impossible"
Rocky VI - if you like ONML you like it for its puzzles. I won't keep repeating myself.
Across the Gap - simple but with a nice twist at the end
The Silence of the Lemmings - dealing with the two entrances is such fun!
This Corrosion - perhaps the game's best "pure puzzle" level. Took me ages.
There's madness in the method - yes there is, but you've got to love it!
Scaling the Heights - if you had to pick one level to show how much the game improves on the original, it would have to be either this or "Looks a Bit Nippy Out There"
In fact, I'd have to include all the last five of Havoc on my favourites list. Even though they are SO HARD!!!