Not really my favorites, no. Well, 2C-E is one of my favorites, and 2C-T-7. My favorite "research chemicals" (an annoying and misleading term) are 2C-E, DOC, DOM, 2C-D, 4-AcO-DMT, DiPT, 5-MeO-MiPT, AMT, and DPT (though I have little experience with this one).
The majority of the chemicals I'm talking about are not expressly illegal (in the US anyway), but could potentiall be prosecuted under analogue laws. They've only done that to prosecute distributors though, to my knowledge, not users. I consider it quite a bit safer to be dealing with than cannabis, if you're careful at least.