Heads up – this is a completely unbiased post. Yes, I completed a PhD with a thesis on Matthew. Yes, my students often hear me say "Matthew is the best Gospel." But after hearing one of my former PhD advisors mention that Mark is his favorite (I'm talking about you Mike Bird!), I needed to set the record straight for everyone out there. There are many reasons that Matthew is the best Gospel. Here are the reasons, in no particular order:

Matthew has a nice clear incipit, unlike Mark whose manuscripts couldn't decide if Jesus should be called the Son of God or not.
The early church liked Matthew best, and the early church was filled with brilliant people and very few heretics.
Matthew, unlike Luke, mentions women in his genealogy (Luke was evidently too influenced by Paul's writing to Timothy).
Matthew mentions the Magi in the birth narrative, and they rolled out the red carpet for the coming king!
Sermon on the Mount!!
Matthew makes careful use of the OT to show why and how Jesus is the promised messiah.
Matthew like titles! Son of David, Son of Man, Son of God!
Matthew is the originator of the Walking Dead! (Matt 27:52-53)
Matthew's Olivet Discourse talks about the destruction of the temple AND the second coming (take that Mark!)
Matthew used more sources than Mark (and cleaned Mark's material up)
Matthew was an apostle (take that Mark and Luke!)
Matthew helpfully arranges Jesus' teaching into 5 discourses, unlike Luke who scatters it like seed, and Mark who is lighter on teaching and just has Jesus "immediately" running around everywhere.
John Collins stated that more has been written on Isa 7:14 than any other verse (Collins, “The Sign of Immanuel,” in Prophecy and Prophets in Ancient Israel, 225). We have Matthew 1:23 to thank for that! Matthew 1:23 has literally kept biblical scholars employed!
Matthew was the first evangelist to say, "good going Mark! You neglected to mention any appearances by the risen Jesus!"
Matthew loves typology, and there is no funner way to read the OT!
As that lady from The Office counseled Michael Scott, "secret secrets are no fun, secret secrets hurt someone." Matthew tones down Mark's messianic secret.
Matthew is the first to tell us that John didn't really want to baptize Jesus.
No one understands "about the loaves" Mark, but I do know that you neglected to mention that Peter walked on the water a bit too! (Matt 14:28-31; Mark 6:52)
Matthew (and Mark) mention BOTH large feeding miracles (he did it TWICE John and Luke!)
We would have never known that Jesus was a trick donkey rider if not for Matthew (Matt 21:7)
I don't think there is a more convicting passage for Christians than the separating of the sheep and goats – exclusive to Matthew! (Matt 25:31-46)
We aren't left wondering what happened to Judas (Matt 27:3-10)

There are more, but really – need I go on? It is clear that Matthew is the best Gospel! If you have any addition you would like to add, or if you would like to posit that another Gospel is better, please do so in the comments.