Bowie has so many great songs and so many different characters he's portrayed.
My favorite Ziggy song would be "Ziggy Stardust" followed by "Rebel Rebel"
His "jazzy" persona....I have to go with the obvious "Young Americans" & "Changes"
His totally fucked up on heroin era...I like "Gene Genie" & "Fame"
Thin White Duke: "China Girl" & "Modern Love"
And one of his coolest songs..."Putting Out A Fire (Cat People)"
EDIT: By the way, that's Stevie Ray Vaughn on guitar on "Putting Out A Fire". He was a little known guitar player from Texas when Bowie hired him to play on the "Let's Dance" album and tour and put him in the national spotlight.