There are many robots from sci-fi films or novels that easily come to mind as favourites, from the popular ones like the
Terminator T-800 to the not so famous ones (like the amazing
AMEE robot from the movie "
Red Planet") but if I have to choose one, my decision is effortlessly the
HAL from
2001:A Space Odyssey:

The image above is the minimalistic but yet so powerfull interface of HAL. Many may say that this is a computer and not a robot. However as described in the film and even with greater detail in the novel (and with additional information in the 2010 and on novels) the HAL is much more than simply a computer. It is the singularity point of the AI where it becomes self-aware and it is comparable (even superior) and in a way an indiscreet part of the human intelligence as a whole.
By many a robot is defined as an artificial intelligence with the ability to interact by physical means with its environment. HAL is in charge of the spacecraft that travels to Jupiter in order to contact with an otherworldly intelligence, so not only has the ability to interact through the spacecraft systems with the crew on board, it has life and death power over them and it ultimately represents the humanity.
If someone reads superficially the synopsis of the movie or the novel's, HAL appears as a "crazy villain" in a b-movie kind of way, but through the description of its nature and actions in the film and the respected books it appears that it is the ultimate robot, the one that surpasses the phase of an infant and overcomes its maker.
some links:
http://en.wikipedia.org/wiki/2001_(film)
http://en.wikipedia.org/wiki/2001_Bookhttp://www.kubrick2001.com/ (this is an excellent website that explains many hidden or suggested points in the movie)
some trailers:
http://www.youtube.com/watch?v=vahx4rAd0N0http://www.youtube.com/watch?v=uU4TQ1NTo50