Great question! Looking at my iTunes library, the songs I've listened to the most are, in order:
Lady in My Life (Thriller) 167
Threatened (Invincible) 127
She Drives Me Wild (Dangerous) 114
Off the Wall (Off the Wall) 97
Tabloid Junkie (History) 93
All of which is funny because if I had to name my favorite MJ songs off the top of my head I don't think I would have chosen any one of those. This list can be misleading though because I think I used to play the Dangerous CD a lot the first year I owned it and that was way before iTunes. Ditto for Thriller.
Anyhow, like I always say, "don't listen to what people say, listen to what they do." I guess Lady in My Life is the one.