Personally, I adore all five of them. Ten years from now, I can still see myself playing all of them.
Overall, however, my favourite is still Combat Evolved. The single player campaign alone was worth spending $500 on an Xbox back in 2001. "The Silent Cartographer" and "Assault on the Control Room" back-to-back remains my favourite moment of any FPS. And the multiplayer was even better! I'll never forget the hours I spent playing co-op with my cousin and the system link parties at my friends' houses.