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My favorite castle is Bastion. It's the first castle I played, Roland is my favorite hero, and the horned unicorns are my favorite creatures in the game. :)
And I prefer to play depending on my mood. Except maybe not with Fortress.
I don't think it's very fair to talk about which castle is better, because it all depends on the map. Or almost everything.
There is no best castle, because there is such a thing as balance:D