I have quite a few of these actually.
My favourite Beatles song is "The Night Before", which was a track of relatively minor importance on "Help!", one of their less talked about album.
Favourite song ever
Mississippi - Favourite Bob Dylan song #1
Sara - Favourite Bob Dylan song #1
Boots of Spanish Leather - Favourite Bob Dylan song #2
Favourite David Bowie song is "Heroes"...so I'll just skip that part. Although generally the whole album could qualify as my favourite by him.
Although James Taylor was by far most famous in the 70s, my favourite album by him is October Road, released in 2002 or something.
That'll do for now.
EDIT: and Little Wonder is good yes. I've only ever listened to Earthling once or twice really. But it probably deserves another listen.