I fish nymphs though prefer dries. As for favorite nymphs, whatever is working! It depends on where and when I'm fishing as to what is working. Sharing where you are or where you fish might help folks give some specific fly advice
I fish a two nymph rig where a heavy nymph is suspended under an indicator and a lighter/smaller nymph trailing behind it. I try to get the heavy nymph close to or even bouncing off the bottom. To do this I adjust the length of tippet between the indicator and use either the weight of the fly or weight on the tippet. On a river I usually start with a tippet length about twice the depth of the river to get the fly down and adjust from there till I tick bottom periodically without losing a fly every other cast. For dry, dropper I tend to use just one nymph, but again my selection depends on what they are hitting. I often don't use as much weight as, unless I'm using a big foam hopper, the heavy nymph will sink my dry fly.
Unless you know exactly what they want, nymphing is often a trial and error game. Use different flies, switch up your trailing fly till you find something they take. If you fish with someone else, it's a good idea to use different flies until one of you starts catching fish.
If you can, go out with a guide and say you want to learn to nymph. A buddy and I got a 1/2 day trip through group-on and I learned a ton! Guides can get you into nice fish, but I find real benefit when I can learn from them.