In Midnight in the Firing Line, we learn that Daffy Duck Cartoons are his second favorite thing
Afterward, if you like, you can stop by my quarters and I can show you my favorite thing in the universe.
Okay, okay, my second favorite thing in the universe.
The implication being that having sex is his absolute favourite thing.
On the excellent Midwinter site, JMS points out that Garibaldi's third favourite thing is whatever the woman is having, essentially that he's just using it as a pickup line:
Basically, Garibaldi's third favorite thing...is whatever the member of the opposite sex is having....