I voted Alien3. But it's not my least favorite, least, in my opinion means you like it less out of all the others. But I don't like it at all. Aliens is my all time favorite film, and I think Alien3 made it completely pointless. I feel Alien3 made them go through all that for nothing, and I refuse to to accept that. And yes, I've seen the Assembly Cut, I hated it too. Don't see how a few extra scenes, an alternate birth scene, more expansion on the Golic character, and Ripley's alternate death scene makes it a better movie. The heroes of Aliens still all died for nothing.
It's not part of my headcanon, I don't like Alien3, I don't watch it, I don't own it, I don't want it, so it doesn't exist to me. To me, the end of the Alien timeline is Aliens, nothing happened after that.