I never completed a DQ games ( because with the exception of DQ8 they were never released in Europe ).
However I put a lot of hours in DQ 4,5 and 6 ( the Zenithia trilogy ) and a few in DQ 3.
My favourite is the 6th. But i could change mnd when I will play both with the same engineon DS ( or maybe when I'll get DQ9 ).
What I think is great about DQ is that every episode has a theme around it is developed:
DQ1: Origin of the saga. Inspired by Ultima and D&D.
DQ2: A simple upgrade ( think SMB1 -> SMB2 JAP ).
DQ3: Introduce the party. You can create a brand new party at the beginning in a guild. Introduce the Job System.
DQ4 ( 1990 ): Game composed in 5 distinct chapter where in first 4 you play as your ( the hero ) companions. One of these characters was so appreciate that it spawn spin off ( Torneko ).
DQ5 (1992 ): You begin controlling a really young hero that follow his father around the world. You see the hero grow older, marry ( you chose the wise ) and make a family. In this game you can have monsters like companions and grow them ( remember you something? ).
DQ6 ( 1995 ): There is two worlds one the real one and the other is the reverie/dream one. This is hilarious because what is good in one could be evil in the other or if someone dream something the real world then this is reflected in the dream world. This game has an expanded job system.
DQ7 ( 2000 ): This game revolve around the concept of time ( a la Chrono trigger ). If you change the past you modify the future. This game is insanely long.
Here an excellent article if you are interested in know more about the serie:
http://hg101.classicgaming.gamespy.com/dragonquest/dragonquest.htm
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