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The phone will always bring up the dial pad first but you can use the contact icon instead and it will bring up you last viewed so if you exit out on favorites that's what will come up next time.
You can make a folder on your home screen to starred contacts (favorites), but you will have to make one more press on your contact person to bring up another screen to get a list of numbers and the dialer icon(s) to actually make the call.
There are a slew of apps that make calling easier/better than the stock dialer. For example, some allow setting speed dials to the number pad. Perhaps someone will chime in about an app that lets you do what you want.