The closest thing that I have read that could be described both as "favorite" and non fiction would be David Sedaris. I would not consider him a "literary best friend", but maybe more of an literary aquatance. But I do think he is funny and can't-put-me-down type of author. We have some similairities - namely he's part Greek. And he has some stories about his crazy yiayia that sound something like the Thompson Christmas vacation. We have some personal differences - I believe he is gay (at least he lives with a man in his writing and I'm guessing they do more than just "live" together) and I am not. This doesn't keep me from seeing the humor. I will always remember (or have so until now) when he memorably (redundant) describes how he and his fellow international students would crouch in the halls of their schools, and then he compared it to a refuge camp. I forget the details, but it was very funny.
I also think it may have been Sedaris who declared Holocaust jokes in vogue, though it very well may have not been. I admire the audacity, as insensitive and disgusting and morally numb as it may be, for a writer, let alone a gay man, to say that. Then again it may not have been Sedaris who said that at all.
Sedaris is what I call the perfect Greece read. You pick it up, jump from essay to essay. It's not to heavy, so you can carry it to the beach. It's funny, pretty empty in some respects (theme, etc), but you don't care because it is Greece. And it's easy to nap to.
I guess I could call Sedaris a close friend, don't love every little vignette, but he's got some keepers.