My favorite would have to be the third one. I thought the CGI blended better then in all the movies I've seen (and I've seen all of them except the Deoxys one), and the characters were interesting. The music, however, was outstanding. If the company who did the music released an ACTUAL soundtrack with the ACTUAL background music, I'd buy it immediately. But the story was great, and I felt sad when Entei did his "I was created to be the father who could make you happy here" speech, and tears welled up in my eyes when Molly had to watch him 'die'.
But the Rukario movie almost surpassed this. I cried TWICE while watching it. Aaron and Leen sort of had this...aura about them that made me feel as if I had known them all my life, even with their limited amount of screen time (Leen especially. She had, what, only four lines?). Rukario's character build-up is great - my emotions towards him changed quite a bit. First I felt sorry for him, next angry at his shrewdness and attitude, then in awe of his persistence and courage, and so on. The 8th movie was different from the others. The Rukario movie seemed to have the characters drive the plot instead of the plot drive the characters, if that made any sense.