My favourite battle is of course the Battle of Endor in Return of the Jedi. I have no idea how ILM did those effects back then
When it comes to newer productions, almost all scenes from Battlestar Galactica are really well done and I liked two scenes from new SW movies - the Geonosis battle and the landing of that huge ship (on Coruscant) at the beginning of Star Wars 3. I haven't watched many other movies but I did like most of the stuff from Star Trek Enterprise seasons 3 and 4 ... The other two seasons just didn't feel right when it comes to battles - except for the confrontation with Suliban cellships everything was dull , short or non-existent ("see what you can do about their engines" ... "engines disables"
... and there was no cgi in between :|)