I voted Alien 3, though I love them all equally, and some for different reasons.
Alien 3, Aliens, Alien, Alien Res...thats the order I'd put them in.
I just really liked the dark gothic look of Alien 3, and how Fincher experimented with the camera, the colour pallet, the score, everything. Its a very underated movie.
But like I said, its very hard to choose a favourite as I loved them all, yes, even Ressurection.