My favorite part of Wrath of the Lich King is anything having to do with Death Knights. I love Ebon Hold and all of the Death Knight beginning quests and my ghoul and Desecration and and and... Well, I could go on about it forever (though I'd rather be playing mine). I even think it's fun that Outland has been infested by Death Knights and the players who want to gank them. And, of course, I love Siouxsie.
What is your favorite part of of Wrath so far? Have you completed a must-do quest? Is there a new instance that you particularly like? Do you have a new item that is your absolute favorite? Feel free to squee in the comments below.