Sapphire was my first, and will always have a special place in my heart. Pearl and Platinum were a lot of fun too, that was the first time the bad guys seemed menacing. I loved the layout of Black and White, and revisiting the same world again in Black/White 2 was fantastic. First time we really got to see the after effects of our actions. Kalos is awesome. Oh, and the remakes of the older ones are pretty good too.
Right, have to pick one. Hmm.
I'd say it's a tie between Platinum and Alpha Sapphire. Alpha Sapphire provokes the same feelings of nostalgia as Sapphire does, but it's more fun to play. I really loved the story in Platinum and the underground, which I spent many hours playing in with my brother. I hope they bring that back if/when they remake it.