I don't like the SPN version of angels much. SPN probably designed it that way. There are a couple that stand out.
I have my angel that I loved to hate, Zachariah. He was the evil corporate player walking over anyone in his way to get that corner office or make partner. A great example is the scene in the bar with him moaning about his job and then walking out whistling When the Saints Go Marching In after the bar is fried by Michael.
My favorite angel is probably Lucifer though. Lucifer was such a complex character. He's twisted but still it's easy to see his motivation. Sympathy for the devil is possible. For being the Prince of Lies, he really doesn't. He just works his mark over really well exploiting what's already going on in the person's head. Mark Pellegrino put in one awesome scene after another playing this part. In his scenes with Sam, he and Jared played off each other really well and I think it boosted the performance for both. My favorite scene is just before Sam says yes in Swan Song and Lucifer draws a pitchfork in the frost on the window.
He really came into his own as Sam's hallucination in season 7. In some ways, he's a bratty younger brother who can't stand to be ignored. His antics to get attention were really funny in a twisted sort of way and yet you know what he'd put Sam through was horrible.
Lucifer was also played by Jared in The End and Swan Song and he rocked both performances.
I also like Gabriel but like him in his Trickster days. It wasn't ever very easy for me to see him as an angel. His sense of humor and delight in irony made him really fun to watch.
Caps from The Home of the Nutty.