I know it's nearly impossible to pick a favorite Futurama episode, but if you held a ray gun to my head and I HAD to choose it would be Parasites Lost. When I saw "Parasites Regained" in the episode title list for season 11 the hype for new Futurama finally hit me!
So which episode are you most anticipating? Wild speculation about the episodes welcome.
Edited: to add a shameless plug for the Community I just created for another great Groening show, Disenchantment. If you're a fan of Bean and the gang come on over to /c/Disenchantment!
In that case I would side with Fry. Fry with worms was awesome.