I love all of them, as one might expect.
GenI is my least favourite, I think. It was a rather unrefined and rough game, which is to be expected for the first in the franchise. The other four are quite closely packed together, so that makes it a little more difficult for me to choose.
Johto picked up in the problems that GenI had, and was significantly bigger than the previous game. It set the standard for the next set of games and expanded greatly on the mechanics. Johto was a much more interesting region too, I think. Hoenn was a wonderful breath of fresh air in the series having no connection to Johto or Kanto, and had some very interesting Pokemon that really stood out from the others. Sinnoh may have been the best setting but that's just my preference for frosty settings, and it introduced some of my favourite Pokemon. Unova was just faaaaaabulous. Picked up on a lot of the other game's faults (the storyline, for example) and its isolation from the other regions gave me a faint reminder of the times I used to play Yellow when I was younger. Nostalgia. <3
I think that my adventures through Sinnoh in GenIV were the most memorable though, so I would have to say that one. I have a soft spot for many of the Pokemon released in this Generation too. I'd say that GenV was a 'better' game, but IV had a certain charm to it that I can't deny. Platinum specifically, because it really improved upon Pearl/Diamond. Plus, a return to Johto was quite pleasant.