First, a note, I wouldn't consider any hyperexpensive restaurant my "favorite". A "favorite" should be one can go to all the time. ADNY (Alain Ducasse) may be brilliant -- it was the one time I went -- but at those prices (think CL600 servicing is expensive?) neither I nor anyone who's not in the media, sports, crony capitalist, or restaurant reviewing businesses can try enough of their selections over time can really consider it a "favorite". I'm not able to go there often enough to form an.
That said, a few places I always call on in a few different cities:
Atlanta, GA, USA:
*Apres Diem (Monroe Drive, is that Midtown already?). Admittedly not as good as its predecessor (Cafe Diem in the Highlands) in terms of either menu or ambiance, but still one of Atlanta's better eateries.
*Cafe Alsace (VA Highlands) - a small (four or five table) place dedicated to the food and wine of this most Germanic of French Departments. Lots of Gewuerztraminer on the menu. A great date place, because it's quiet, intimate, classy, excellent, and not insanely expensive.
*The Cedar Tree (Emory Village, Decatur) - Lebanese/Palestinian fast food. Also "Pitzas", which are pita sandwiches with a hot, vaguely pizza-like stuffing. There was a time in college when I was here every other day.
*Savage Pizza (Little Five Points) - second best pizza I've ever had, whole wheat crusts, interesting toppings such as artichoke hearts.
Berlin, Germany:
*La Travola. A wonderful Italian restaurant and enotica. They often have live jazz playing, and when not the owners' musical tastes are impeccable and the house stereo outstanding. Oh, the food's great and the wine list, while pricey, is outstanding.
*The Doener-stuebe at the U1-Onkel Toms Huette (yes, Uncle Tom's Cabin) station. Their Doenerkepabs have never failed me.
Karachi, Pakistan:
The seafood restaurant attached to the Avari Towers hotel. Outstanding selection of Indian Ocean fish one doesn't find elsewhere, with typically brilliant Pakistani service.
Lahore, Pakistan:
*The steak-house in the base of the WAPDA (Water and Power Authority) is one of the finest in the world. Better than Seeger or Chops in Atlanta, the Palm in DC, etc.
Salzburg, Austria:
Toskana. In a cellar on the St.-Julien-Str. side of the Lehnerbruecke, Toskana has to be the best Italian restuarant owned or ran by anyone named Herbert Grun

Seriously, the food is excellently prepared from innately high quality ingredients and priced super-reasonable. The pizza is better than any I've had, be it in New York, Chicago, or Napoli. Seriously.
Vienna, Austria
*Halle, in the Kunsthalle Wien. Great modern food at student-friendly prices (especially the prix fixe lunch) in a place that looks like it was designed by Helmut Lang.
Washington, DC, USA:
Fetoosh. A higher-end Lebanese restaurant. I hope it's still there (I haven't been for about four years)
In case you haven't noticed, I'm a big fan of Turkish/Lebanese/Palestinian food, and not much for chain restaurants.
Also, just so no one gets the wrong idea, my only relation to any of these restaurants is as a paying customer.