Favorite by far is signal, though I'm also using WhatsApp / Messenger if necessary.
Signal is currently the messenger that (in my opinion) is least likely to leak meta data (who are you talking to, and when) or actual chat contents to any interested third parties. Partly because they are committed not to do so, but more importantly, because they are trying to not hold any such information longer than necessary on a technical level.
Facebook (running WhatsApp and messenger) on the other hand is going to sell you to the highest bidder, especially if they can safely assume you're not protected by EU privacy regulations. With WhatsApp chat contents should be safe, but that's about it.