I'm a bit surprised that of all the comments I've seen about favorite musicals, none that I've seen, including mine, mentioned "West Side Story". It's a true classic in every sense.
I've always enjoyed James Cagney in "Yankee Doodle Dandy". I remember how surprised I was at his singing and dancing, having only thought of him as a tough guy movie criminal. Another movie I loved was "Damn Yankees". It is now impossible to find. I would love it if TCM could include this great baseball themed musical in its library.