I liked all the seasons, but I think season four was mainly interesting because of Prince. Probably why season 3 was my absolute favorite. It's such a great show. I should really do fan art for it more.
I feel incapable of claiming a favorite season. I've obsessively watched LEXX so much that I've probably considered each a favorite at one point or another. Season three is incredible! And YES, you should do some LEXX art!