Shoot me For saying so but.... Alien Resurrection is my favorite for a few reasons:
1. You see the Aliens like 20 min.s into the movie
2. Its got the Look of Alien (ships)
3. Its got the feel of Aliens
4. Its got some really good music
5. Its a wicked cool story
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ALIENS ROCK!Edit:
Now that I've watched them all I Like Aliens Better and Alien and Alien3 Are tied at second place but I still love Alien Resurrection.