I actually play quite a lot of instruments, but I think my favourite to play is the pipe organ. There is such a huge feeling of power when you crank a big pipe organ open and shake the room. That's pretty cool.
Though mostly, when I perform, it's as a conductor. Imagine standing in front of a 50 piece orchestra and a 80 voice choir, and as soon as you drop your baton they all bust into music...There is nothing like it.