I'd have to agree with MACATTACK about all the pigments being must haves, but if I had to choose, then here's my choices...
Violet, Cornflower, Old Gold, Golden Olive, Teal, Golden Lemon, Kitschmas, Tan, Melon, Fuschia, and Rose, to name a few. lol.
But seeing as how everyone seems to love Vanilla, I guess I'm gonna have to swatch it and see how I like it too. lol.
~~EDIT~~
I also really like Sunpepper, Pinked Mauve, Azreal Blue, Golder's Green, and Softwash Grey also, but those are LE and I'm not sure where you'd be able to get your hands on them other then ebay, CCO's, or swap.