I'm still missing a LOT of figures I still want, but of the ones I do have I'd say my favorites are:
-ICMG (It's great to finally get him after all these years, and he's perfect!)
-Leesub Sirln (She was at the top of my cantina wishlist, and so for me this was the coolest surprise all year.)
-Giran (Very cool Jabba's Palace alien, and one of the most amazingly detailed sculpts ever in the history of the line.)
-Obi-Wan Kenobi ep.2 (Easily the best Jedi figure ever made, and should be the new standard for future Jedi releases.)
-Hoth Rebel Soldier (Finally, an awesome Rebel army builder that isn't a pilot or an honor guard!)
-Imperial Scanning Crew (Nice figure, cool accessory, pretty much the perfect Imperial army builder.)
There were some very cool figures in the Clone Wars line as well that I feel shouldn't go unmentioned. I really liked Luminara Unduli, Clone Trooper Denal, Whorm Loathsom, and the Jawas 2-pack. Cad Bane is pretty neat too but it's really hard to call him one of my 'favorites' because of the annoying lack of knee articulation.
Other great items were the Scramble of Yavin BP, the new Jabba's Palace Rancor, and the Kit Fisto figure from the Geonosis Arena 2-packs. I'm also really looking forward to buying the new Dewback.
Two other Clone Wars items I really, really, really, really liked that may actually be my two absolute favorite items of the year are the Turbo Tank and the Octuptarra Droid. If you haven't picked up the Octuptarra Droid yet, do it! It's AMAZING.
Overall 2009 was a very good year! I'm looking forward to what 2010 brings us!