I go back and forth between REAR WINDOW and SHADOW OF A DOUBT as my favorite Hitchcocks. With VERTIGO, PSYCHO, THE BIRDS, STRANGERS ON A TRAIN, and NORTH BY NORTHWEST as honorable mentions. NOTORIOUS and THE 39 STEPS are also classics, that suffer only in comparison to the ones above.
On the other hand, TO CATCH A THIEF leaves me cold. Too much glamor and romance, and not enough suspense.