Obviously, there's a huge wealth of buildings to choose from, and I could hardly disagree with PS's fine choices of the Library, Castle and Station but if I'm honest, the building which I really like is the remains of Old St Chad's

On a larger scale, I think the whole assemblage of buildings in the College Hill / Swan Hill / Belmont / Town Walls area is my particular favourite bit of the town, esp the 18th century frontages on Town Walls. There's not many finer in the Midlands.