I honestly love all of the Pokémon movies! The Keldeo and Genesect movies seemed a bit lacking to me, but I still like them all-the-same. My all-time favorite of the movies is Lucario and the Mystery of Mew! I don't know what it is about that movie; maybe because it's centered around two Pokémon I really, really love? Maybe because it made Ash out to be the hero that he definitely is? Learning that he has similar aura to another hero that existed years ago and using it to nearly sacrifice himself to save the tree as well as the entire kingdom, I believe it was? Man, it's just such a great movie! Regice never fails to make me laugh because of how cool and ridiculous sounding it was.
I actually own this movie, and when I bought it years ago, my friend and I watched it and when we heard Regice we laughed really hard, but when its voice went deeper after Lucario attacked it, we were like, "YOOOOO!!" Ah, man, it was great. XD The last time I watched, which was like two or three years ago I think, I cried like three times, lol. It was actually on the other day, but I couldn't watch it because I had to work. :(
But yeah, favorite Pokémon movie is the Lucario movie!