I'd say my favourite is the third one, but I have very fond memories of the first and second also. I've probably played the first one the most, I still play it again occasionally, takes me about an hour to play through.
I never got the fourth one to run well, so I don't know about that. Other people say that was the best one. The fifth was awesome too, and it's amusing how they switched from mocking Star Wars to Star Trek, but it was just very different from the first four, same as the sixth.
Overall, I'd say definitely the third, with the Terminator and everything.