Of the ones I've played:
4. Peace Walker
6. Ground Zeroes
I recently finished MGS3 for the first time, and I don't know why, but it just didn't hook me like it does with everyone else. It was my 4th attempt at playing the game, as I always stopped right around when you get to Sokolov.
As for the other entries, I know there's a lot of cutscenes in MGS4, but I think it's an a amazing end to the story (technically), and it has my favourite gameplay in the series. I really like MGS2 for some reason, and MGS1 is just held back a little by the controls (seeing as I never played Twin Snakes). I'm currently playing PW, and I think it's really good. And finally, I think Revengeance is garbage.