I've always had a soft spot for the semicolon and this article captures why better than I ever could:
"Their textbook function — to separate parts of a sentence “that need a more distinct break than a comma can signal, but that are too closely connected to be made into separate sentences” — has come to seem like a dryly beautiful little piece of psychological insight. No other piece of punctuation so compactly captures the way in which our thoughts are both liquid and solid, wave and particle."
What's your favorite punctuation mark? Why?