My favorite sci-fi ship, hands down, has to be the Normandy SR2. Sure it's got windows, but it's bigger than the SR1! Mainly though as those two look to me like ships we might actually be building in the next century or so. (Minus the faster than light bits, of course.)
Someone mentioned Her! I was afraid I was going to go through this thread without one mention of the Normandy.
Normandy (SR-1 and SR-2, SR-2 more tho) hands down is my favorite Sci-Fi ship. Even more the any Trek ship, heck My current ship is named after her, the warp engines I'm using kinda remind me of the Normandy's engines.
This is a tough one to call, but I've always wanted a Tardis. Time And Relative Dimension in Space. Can park anywhere, and be as big as you like on the inside. Also, that noise! Kuh-weeee-hoosh, ku-weee-hoosh....