How do I move all recent photos from iPhone to PC, but keep my favourites on my iPhone? I regularly plug my iPhone into my Windows PC and 'Import photos and videos', and then delete them from the device, which is what I want.

But how can I select a few 'favourite' photos and keep those on the iPhone, without them getting removed when I do regular transfers to the PC of all my new photos?
Assuming you are using iTunes for syncing your phone, take a look at this article:
http://support.apple.com/kb/HT4236?viewlocale=en_US&amp;locale=en_US

It describes how you can sync photos from your PC to your iPhone.   So, if (for example) you keep a folder on your PC called Favorite Photos, and have that folder selected to sync to your phone, it will always copy those photos to your phone, even after you remove all the pictures during an upload.