Has it been that long already? I would have never guessed. I do remember almost every little detail about my first experience with it vividly (curse you Ornstein and Smaug). I also remember all the anticipation and hype before that because of how much I loved Demon's Souls (which I got day one on PS3).
It it hard to say which one is my absolute favorite because I love different things about each game: DS for its lore and interconnected map. Bloodborne for the world building, horrific atmosphere, and great gamplay mechanics. DS3 for having best bosses in the series and refined gameplay in general (also because miracles are actually viable in PvP). My favorite series of all time.