Art is an example of McLuhan's "medium is the message".
My favorites are: 
- Rembrandt's Return of the Prodigal Son in the Hermitage in Russia
- The Pieta in St. Peter's Basilica in Rome.
- Picasso's Guernica in Madrid
Why? Because, I connected intensely with the art to see the father's love, the mother's sorrow, and the suffering and violence of war, respectively.