My favourite is... I'll leave that to others, but most people's favourites are the ones where you can get the "boy's" version FOC.
Eagle and Diptrace are popular and have quite a little 'copy-me' community. Easy-PC and similar are the next grade up and will cost a minimum of £quite-a-lot.
There are so many..
Many PC manufacturers can take 'common CAD files' direct e.g. PCPOOL.
The firm I use claim to be able to take all CAD formats.
As BB says, Gerber is the common 'old faithfull' format and most/all Manufacturers will take that format.
Make sure your chosen CAD can export RS-274X format, as that contains aperture data etc. in the single file. It's an antiquated format and can lead to errors if the little chappy at the manuf isn't on the ball. But it is transportable.
Many CADs, including EasyPC, can import gerbers.
http://members.optusnet.com.au/~eseychell/rs274xrevd_e.pdf
(You don't need to learn all this, it's simply a reference).
And with Gerbers there is always that niggling sense of doubt as you email the file to have 10,000 boards made. Yes, you can Gerber viewers. Some are a real pain.
I like my CAD as it gives a proper preview before Gerber file creation. It has been flawless, though a little old fashioned now.
Anyway, I too will leave others to list their favourites, keep in mind that most people have only experienced one CAD. Some people can't even create their own components so I would take their opinions with a pinch of salt
One final thing: SUPPORT.
Will you doing a lot of CADding and want to get going quickly?
You will get better support with a bought'n one.
I have found NumberOne(Easy-PC) and Seetrax to give excellent support (so far!)
If you don't really need support in a hurry and/or your boards are small/simple then just get a freebie.
No doubt you will get a pile of Freebies listed below....
Good luck with your search.