Well for me, It's a tie between Sapphire and Diamond. (Gen 3 and Gen 4) I recall playing Sapphire (and catching Rayquaza in a pokeball) and Diamond (One of the ones that I can vividly recall playing, even though I never did finish it. (Always ditched right before the 5th gym. I did see the credits once because it was originally my little bro's game, but he left it after Soul Silver and Heart Gold came out)
*EDIT* Oh yea, totally forgot about the PMD games. (That's why you actually read through all the pages of a topic before you post) Those were always a favorite of mine. Different then the original pokemon ones. I played through sky and I must of cried about 2-3 times overall. I haven't played through any other PMD ones though, but I've been wanting to play through PMD Red Rescue Team/PMD Blue Rescue Team.