I think mine has to be Dain II Ironfoot.
When I first read the Hobbit, and knew nothing about him, I was annoyed that having just turned up at the end of the book, he was able to inherrit what all the others had worked so hard for.
When I got more involved with LotR, however, I began to realise what a hero he really was, and why he was next in line to Thorin Oakenshield. He was only 32 when he charged the steps of Khazad-dum during the Battle of Azanulbizar and slew Azog, the greatest Orc of that Age.
When he inherited the throne of Erebor, he put aside the normal Dwarven lust for gold and sought a peaceful solution with King Bard of Dale. Later at the second battle of Dale, even though venerable (he was 252), he stood over King Brand's body defending it until he too was slain.
I think it was Gandalf who described him somewhere as being, "The greatest Dwarven warrior of Durin's Line".
I would have to say Gimli & Gloin,no particular reason though.
My favorite Khuzd was probably Gimli NimruzÓr, because he became a friend to the Elves.
My favorite Khazads are Thorin, Dain, Gilmi, and Dori. Gimli and Dain most of all though.
I've always been partial to Balin who was the first Dwarf to have shown Bilbo some respect after Bilbo had snuck into the camp of Thorin's company under Balin's very nose and had not been caught. Even when he later knew Bilbo had used his magic ring (The One Ring), he was still impressed and remained Bilbo's life-long friend and often visited him in Bag End. The first of these visits is written at the end of The Hobbit.
I would deffintly say Gimli! He slew 42 orcs!
I would say Durin and Gloin and of course Thorin
My favourite is Bombur, a poor fat fellow who nevertheless did his best to keep up with his more nimble comrades!