But his favorite Marvel cameo? Well, aside from the fact that he gets asked that one a lot, he shared with the audience at Denver Comic Con this weekend that he's got a new favorite.
New, because it's one of the ones he just filmed.
Recently, Lee revealed that he was going to be shooting a trio of cameo appearances all at once in Georgia. He didn't know what movies they were for or what he would be doing in the cameos, but he was shooting them all at once, presumably to cut down on the travel time, now that he's over 90 years old and still doing a bunch of comic conventions every year.
Apparently, one of the three was a lot of fun.
"It's hard to pick my favorite cameo, because as you know, they're all masterpieces," Lee joked. "Unfortunately, this will frustrate you a little: I have a favorite because I can't tell you what it is because it hasn't appeared yet....I had to go and do three cameos for three movies at the same time. One of the cameos I did is for..."
At that point he was cut off by an assistant who said he couldn't tell the audience what the movie was. From there, he taunted the assistant a little bit, giving the audience as many details as he could without technically stepping over a line.
Your next chance to see Lee onscreen is likely in Doctor Strange, although there's no confirmatio yet that he appears in that film. It seems likely he'll also appear in Spider-Man: Homecoming, because at the same panel, he mentioned having spent time with Tom Holland recently.