I would say the Heartline is my lest favorite, but others have already brought it up and I don't build it as it is, so I won't.
What are my least favorites? Well, I really hate working with the Wild Mouse and Virginia Wheel: They're both grouped together for similar reasons, namely when I try to make them, they end up getting low excitement and high intensity stats. And trying to make them longer and less squashed together really defeats the purpose for me. The Virginia Wheel also has a considerable lack of piece to its disposal.