I only played the first prime xD.

Prime 3 by an infinite amount. Prime 2 is easily the worst in the entire Metroid series (my unpopular opinion). Why? Well... (Inhales deeply):

It went overboard on the backtracking
Found myself going from one far end of one level to the far end of another, for a single item to make progress
Often cruel level design
Wonky morph ball controls
Platforming with wonky morph ball controls
The Spider Guardian (worst boss fight in video game history, nearly ruined the entire game for me)
Odd design choices (why does Samus do a back flip when hitting a wall while using the screw attack?)
Thought finding the keys in Prime 1 was bad? How about twice as many here, half of them being invisible?
Constantly wastes your time

God I hate Prime 2! Wish I didn't, but I do. No game has ever frustrated me more than Prime 2. Because it's such a good game, marred by poor design.

Prime 3  had too many humanoid bosses, I liked Prime 2 bosses better.

I'm starting to like Prime 2 now that I accept its dark world mechanics and ammo craze (which isn't an issue if you use alternate beams to destroy crates/enemy pods). However those things were awful to experience after playing Prime 1 and 3 so I gave up continuing the game in my first run. Not knowing ammo can be found in crates from using opposing beams hurt my experience too. I've recently started from scratch again and appreciate the game much more. I haven't finished it yet but I'm still going to vote for Prime 3 because I never once felt like giving up in that game.

I also agree that Prime 1 is the best but the others are still fantastic games.

Prime 3, only because I don't like having to constantly bounce back and forth between both Aether's in Prime 2. There was way too much backtracking in that game. I haven't played Prime 3 for about 8 years now, so I can't remember a whole lot about it specifically, but I just recently beat Prime 2 for the first time this past summer, so I know I was annoyed with that. Also wasn't a huge fan of the light/dark gun. Ammo became annoying to find and if you ran out, you were kinda screwed.

Wow so you're saying you liked Other M better ... Other M is the only game in the series I came close to despising.

While these things didn't effect my enjoyment as much as it did yours, I do feel a lot of these things were major hinderances to the game.  I think the next big step in Metroid is something of a marriage between Prime 3 and Prime 1 where the action/story bits flow seemlessly into exploration sections as the story progresses, perhaps in a somewhat non-linear fashion as you prioritize where to explore first, preserving the best of both games.

I definitely prefer Prime 2...
Much more exploration...
Better soundtrack...
Better weapons...
The best suits Samus has ever worn...
Substantially better bosses...
I think Prime 3 is the weakest of the 3, but it's still a great game in the bigger picture...

Believe me, there are worse Metroid games than Other M.

Prime 3 is better for one simple reason: no damn Spider Ball boss. I swear fighting that damn boss is like the one time in my entire video game playing career that I've almost just given up on a game. The difficulty of that boss was just absolutely insane.