Blazing Sword will forever have a special place in my heart. It was my first Fire Emblem, it was long, had an intriguing storyline and enjoyable segments and difficulty spikes; three different campaings (even if Lyndis work as a tutorial, it's still seven chapters plus a secret mission!), a fairly memorable cast (Sain, Hector and Marcus are <3), a good amount of replayability and a lot of experimentation in the battlefield that opened up to a lot of strategy and deep planning. Sure it seems kind of archaic nowadays, but I still consider it the best. It's easy to pick up and start playing, getting lost in it and loving every second of it.
Sacred Stones, Shadow Dragon and Awakening feel worse to me (even if the later is a damn fine game, don't get me wrong). Path of Radiance and Radiant Dawn are brilliant in their own way as well. Haven't played Fates, nor any other Fire Emblem aside from those I've mentioned so far.
