Throughout my learning of Korean, I've been told that there isn't really a definitive word for "favorite" like there is in English. I know that you can make adjectives superlative to make them mean that this is your favorite thing or the best thing or what have you but I'm not sure how to use it in a sentence?

For example, if I wanted to say something was the prettiest, I'd say 제일/자장 예쁜 것, right? If I wanted to ask where the closest bank was, I would say 제일 가까운 은행 어디예요? That I understand, but if I wanted to say "This band is my favorite band," how would I write that? Would I say, '가장 좋은 밴드들 중의 하나예요'? That has the meaning of "This band is one of my favorites," correct?

I'm not sure if I'm making sense, hence why this is so long, so feel free to ask me for clarification so that we can both come to an understanding :) 감사합니다~