I like the Halo games a bit later in the series, but 1 and 3 were never really my favorites - and I never got a chance to play Halo 2.
Don't kill me if I say that ODST, Reach and 4 are the best in the series

(I like the studio that took over from Bungie better, I guess).
I don't play multiplayer, so it's just from a single player campaign perspective. Well, that, and survival matches against bots. Those were fun too in the games that had them.