For me:
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Broccoli
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Carrots
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Onions (even if they make me gassy as a mofo)
I love American Chinese food and most of the dishes feature these three veggies so I always have a banger of a meal when I order.
Honorable mention to green peppers too, a very versatile veg that goes well in anything.
1: Broccoli 2: Bell Peppers 3: Onions
Not in order, but these are by far the best veggies. Onions are amazing almost everywhere, broccoli is good in almost every way, and you can do so much with bell peppers and their juices. My grandmother made a dish with bell peppers and onions once and I mixed the leftovers into a tofu scramble. It was the best scramble I have ever had, and I have no idea how she prepared the dish.