There are many results for which a constructive proof exists but is not as nice as the non-constructive proof. For example the explicit construction of a continuous nowhere-differentiable function is rather technical compared to the proof of existence invoking the Baire category theorem.
What are your favorite non-constructive proofs or methods?
I have always liked:
Claim: There exist irrational numbers $\alpha,\beta$, possibly equal, such that $\alpha^{\beta}$ is rational.
Pf: Consider $\sqrt 2 ^{\sqrt 2}$. If it is rational then we are done. If it is irrational, then call it $\alpha$ and consider $\alpha^{\sqrt 2}=2$. And we are done.