This is really, really hard, and I can see my order changing on any given day, but I think I'm going to rank the games in this order:
Halo 3: ODST
Halo: Reach
Halo 4
Halo 3 (though, if I were ranking based on nostalgia, this would be on top)
Halo: Combat Evolved (Anniversary)
Halo 2
Bear in mind that this is a combination of story, emotion, and gameplay, and that I do not dislike a single campaign on the list. I find them all to be infinitely repayable and very, very engrossing.
Also, I didn't include Halo Wars, which I also really like, because I felt that it would be unfair (and kind of hard) to rank a single RTS among a bunch of FPSs.