This is such a great time to watch the dancing leaves blowing in the wind.  The splash of color on the ground and the rustle as you walk through is amazing.   I have several favorites.  The Katsura trees (cercidiphyllum japonicum) have just a bit of  ‘cotton candy’ scent as the small yellow/orange leaves fall to the ground.  The structure is wonderful for the rest of the year and already has green leaf buds on the branches.   
Parrotia ‘Vanessa’ or ‘Bell tower’ are also a favored tree this time of year.    Parrotia’s golden leaves look like they are dipped in purple ink before they fall.  Bell Tower has a narrow growth habit so the pillar of gold and purple really stands out in a small garden against gray skies.    What is your favorite fall tree?