What are the best and most fun vehicles I should be collecting
All of them, 682 atm 
I have used the Alpha Romeo Guilia FE the most. I find that it makes the most money, and the most influence on the Goliath (Try my 3 lap version). I also like the handling, and the shape of it. I use the Bosoxkiller tune.
Everyone has a different set of favourite vehicles. Mine are Ferrari 488 Pista and McLaren 720s Spider. Hypercars are usually for me too competent to really have fun driving them around. You need those small quirks otherwise you are just pushing controller buttons. I like that (modern) supercars (and tracktoys in case of Pista) are generally good in the game, but they still have those fun “slides” etc. And hypercars generally look worse than supercars.
I would still go for handling over 9 (with tuning) and also A to X performance. Slower cars are generally less exciting. Though too fast cars can be too much to handle. Also braking is incredibly important. Especially with those supercars quirks. You need to have great braking to get most out of it. AWD is preferrable if you go out of roads from time to time (you can change to AWD yourself of course). Which you do in a freeroam.
In terms of brands… Thats the toughest one. I like Lambos, but they are generally worse in their class than some other brands. Still I love both Gallardo (I mean supercar smaller than Ford Focus…) and Huracan. Aventador SV is also great (lets have that SVJ!). Though I still use that 720s Spider and 488 Pista the most. The 2019 Porsche GT3 RS is also great. In my eyes even better than the already great GT2 RS. Im just not really digging the Porsche looks.
From Retro Supercars I love both FL Mclaren F1 and 1997 Nissan Skyline GT-R. Oh and from a different class… That Aston Martin Vanquish is still the most beautiful GT. 
What I would really like though is more spider versions of supercars/sports cars. Pista Spider, some new modern Porsche Spiders… That would be great. In case of Porsche no modern Boxster or 911 cabrio is already a sad omission.