My fave Jedi period is Luke Skywalker in later years, when he seriously uber Jedi Master. He does some cool stuff in Courtship of Princess Leia and Dark Empire, too.
However, given that this is under the Prequel Trilogy forum, I'm going to pick from those Jedi.
Qui Gon Jinn is cool, with his wise statements - and HE'S LIAM NEESON! Who is awesomeawesomeawesome.
Obi-wan is cooler than a lot of people give him credit for, but he's not my fave.
I like Shaak Tii a ton. I saw her in The Force Unleashed and in a Jedi one-shot comic that really impressed me with her skill and her philosophy. She is what a Jedi should be.
But Yoda is my number one favorite from the Prequel Trilogy. Especially when he starts kicking butt versus Dooku and Sidious.