Depending on my mood:
When I want something particularly indulgent/sweet/treaty
Any of the M&S Cookie Range (particularly the chewy flapjack and sultana ones)
Those M&S Extremely Chocolatey Rounds (they're more chocolate than biscuit!

)
But most of the time I like a nice, simple one - I tend to have a biscuit with a tea/coffee everyday and these are the ones I like:
Digestive
Rich Tea
Lidl do a really nice cinnamon/spiced/almond biscuit thing
I also quite like those new Fox's Caffe Snaps to go with a coffee