My favorite is definitely the original movie, which is now known as "Episode IV: A New Hope".

I saw it in the the theater when it was first released, and to a fairly young kid at the time it was magical. The special effects were like nothing I had ever seen before, and the story that combined the themes of heroes, magic, technology, and rebellion was thrilling. On top of that, I saw it in the theater at the New Jersey shore in the middle of our family vacation, so it was just an all around good time.

I have enjoyed many of the other films, especially "The Empire Strikes Back" and "Return of the Jedi", but for me, none of them totally recaptured the thrill of seeing that first one in the theater, and I also don't think that any of them had the transformative effect on the entire SciFi film genre that the first one had.