I find it frustrating when I see people asking same questions over and over again and I know that I've favoured the same question on one of the Stack Exchange sites. It's just frustrating to know on which.
It would be good to have a consolidated favourites list on profile page where I would see all of my favourites grouped by each SE site. It then wouldn't matter whether I'm on Stack Overflow, Superuser, Photography, Sharepoint... Anywhere. I would be able to see all my favourite questions.