How can I use "favorite via" during routing with Altium?
The worst is spending so much time trying to figure it out, and then asking, only to figure it out yourself.

Ok, so the rules govern what's allowed and what's not allowed. The default rule has a minimum hole size of 28 mils, and one of my favorite via sizes was 17 mils. 

There is an option to select how the vias are chosen (Preferred rule, Max or User choice) and even if you have user choice selected, the rules still take priority. 

So I changed my rule to accomodate the minimum and I'm able to change during routing with SHIFT+V.