My favorite skin is for Abaddon's. Which makes him look like a White Walker from the Game of Thrones series.

This skin is called "The Brinebred Cavalier", which includes the Crown, Cape, Pauldrons, and Steed of the Brinebred Cavalier. I used a different weapon for this (the Iceshard). More info on the skin here: https://dota2.gamepedia.com/The_Brinebred_Cavalier