Not to rain on your parade, but your statement is a lie and not a paradox.

That statement is false if you're using Merriam-Webster's definition of "lie" ("to make an untrue statement with intent to deceive"). I wrote that with intent to amuse and not with intent to deceive.

That's the definition of lie as a verb. I used lie as a noun. I hope you didn't think I was accusing you of lying. All I meant was that the statement was technically a lie, so the humor fell a little flat.

That could be said of many so-called paradoxes. I think it has as much claim to "paradox" as the interesting number paradox.

Yes, the interesting number paradox is particularly weak. But even it has an argument that seems puzzling initially, and has a much stronger version (called the Berry paradox, that has deep connections to Godel's incompleteness theorems).

The statement "My favorite paradox is the one I like least" has nothing paradoxical about it. It can easily be deduced to be false. Its just a contradiction, like saying "This sentence is true and false". Compare that to "This sentence is false" which is a paradox.