I can't really choose a favorite honestly.
GBC GAMES
It has to be Pokemon Yellow. I LOVED Pikachu outside it's Poke Ball and how you can interact with it. I liked the twist in the end when your rival was the champion as well.
GBA GAMES
Pokemon Emerald. When Ruby and Sapphire came out, I was disappointed when I couldn't play both stories. And then Emerald came out. I could enjoy both sides of the story and Hoenn has my favorite water starters: Mudkip.
NDS GAMES
Pokemon SoulSilver. Pokemon Following feature? LOVE it. It makes you think that Your Pokemon are actually with you, making the experience more fun. Ever since, I was hoping to be another feature like that.