Em I couldnt really pick!!! :P
First generation cause they were the original and the best :P
Second gen. because you could be a girl with cool blue hair and the pokemon still hadnt lost their originality :P
Third Gen. because of improved graphics and a wider variety of towns and designs and routes and the introduction of weather conditions and abilities. [I can't remember these being introduced earlier?] I didn't like Kyogre though.
Fourth Gen. for even better graphics but not really much improvment on Pokémon designs but a good plot.
Third Gen. and Third Gen. Remakes are my favourites so far but I've yet to play HG/SS so I dunno ^,^