Title says it all, really. There is a huge variety of shouts in Skyrim, but most of them do the same as certain magic spells. Fus Ro Dah is the most unique and practical, since it ragdolls or at least staggers enemies. It also has a short cooldown time, so I use it the most often. Become Ethereal is good for jumping off cliffs, and Fire Breath is pretty OK too.

Marked For Death is very useful, but must be used with caution when you have followers. I use it on dragons a lot. Or enemies shooting at you from a distance. Just shout and watch them die.

It took me a long time before I understood the point of Become Ethereal, but when I did - yes, me like!

Fire breath is good against trolls and in dungeons with oil on the floor

Unrelenting Force always works.

Kyne's Peace is great when you don't feel like fighting wildlife all the time. There's a cave crawling with spiders and only spiders in Eastmarch, this shout made that cave easy-peasy. And you really only need one word of it, if you're just using it to get past the animals.

And Slow Time is beginning to be a new favorite of mine, allowing me to get a few extra strikes on Deathlords before they hit me. Even with only one word.

I like using Marked For Death, Unrelenting Force, Become Ethereal, Elemental Fury, Whirlwind Sprint, Clear Skies, and Slow Time.

I especially like to use Slow Time followed by Unrelenting Force to send enemies flying in slow motion. I then try and keep up with them and see if I can kill them before they hit the ground.

It's like Skyrim's equivalent of skeet.

clear skies ftw

slow down time as its useful for pretty much any character except sneak characters makes it easier to hit my target for mages/archers and make hit and run possible with melee

FUS RO DAH!!!
*computer goes flying through the wall*

Whirlwind sprint for "mountain shortcuts" - you don't fall whilst in the "shout" so you can zip over a fair few gaps when trying to get past waterfalls/ravines/steep areas... and for general "lazy" travel. I've yet to get more than one word though! Will hunt for the others soon!
Ice form is cool - it's paralyse with a push I like watching bears and giants ragdoll down a mountain.
Marked for death. Awesome shout - stacks and is permenant. With Illusion's quiet casting you can remain undetected if your sneak is high enough and you're in the right situation... even if the enemy regains his health to 100% after the full minute of destruction, the permentant damage to their armour rating is deadly.

-HK

Unrelenting Force is easily my favorite shout.

I've only recently started using the other Shouts I've "collected", because Unrelenting Force is just so useful.

Marked For Death seemed like a good idea, so I tried it when fighting a few enemies and didn't at first think it was that good, but my word, it just drained their health until they fell down dead. So useful.

Don't really use Fire Breath or Frost Breath or Ice Form as they don't seem to do enough damage.

I did use that "Storm" one, or whatever it's called, at Skuldafn when I was taking on a few Deathlords, and it was quite effective, but an eight minute cool-off is just stupid.

Marked for Death
Unrelenting Force
Elemental Fury
Become Ethereal
Fire Breath
Frost Breath

Those are my favorites

Marked for Death is my go-to shout. Unrelenting Force is also very handy and I use it regularly. Other than that, it usually depends on the situation and the opponent at hand.