Shouldn't there be more movies be listed, since the favorite movie is being asked?
Anyway, out of the first four movies, liked the first one, because I really like the dark mood in the start of the movie. The way the movie end was too sudden though.
Second place out of the four would be the 2nd movie.
Of all the eleven Pokemon movies that I've seen so far, the best in my book would be the 8th movie, the one about Lucario. The most I like about the movie is the story. Compared to the other movies, I really get the feeling that the story is taking center stage.