Schumann's 'Traumerie' is certainly one of my favourite piano pieces, but as Mad Tom said, a simple collection of all your favourites would ironically almost be an anti-climax. Plus, I find that, with all my favourite things, if I have too much too often, some of the excitement wears off. So everything in moderation I say.
On topic, a list of my favourite piano pieces would have to include
Chopin 'Berceuse'
Schubert 'Adagio in G'
Ravel 'Piano Concerto for the Left Hand'
Shostakovich 'Piano Concerto no. 2 - second movement'
and for something more lively
Prokofiev 'Piano Concerto no. 1'
I doubt I will ever be able to play any of these later ones though...