WELL, ok, I don't know if these three are my favorite of all time, but they came to mind immediately just now and I happen to be:

Dolly Parton - Daddy Come And Get Me (If you know me real well and know the lyrics to this song, you will also come to the conclusion that Dolly Parton has the key to my soul and very existence.)

Fats Waller - It's a Sin To Tell A Lie
If you break my heart, I'll break your jaw and then I'll die.

Dreamland by Marcia Griffiths
It's like another favorite, Calypso Blues by Mona Baptiste, that is all about wanting to leave where you are and go back to the island. (WE HAVE TO GO BACK!)

Honorable mention to the "I Was The One" live version on the Today Tomorrow and Forever Elvis Presley box set. But honestly, I couldn't even pick three all time favorite songs of anyone. My taste is too good.