Honestly, I've only seen 2 of them. Between the 2, I preferred Blade Runner.

Alien. It's not only one of my favorite films, but I think it's a serious contender for best horror film ever, sci-fi or otherwise.

Blade Runner is a close second.

Shocking how few of his movies I've watched, despite owning 10 of them on Blu-Ray. The only one I watched is Black Hawk Down which was pretty good!

Tried to watch Blade Runner ~10 years ago and couldn't get over the 30 min mark. Was pretty dark and kinda boring. Will give it another try though.
Started watching Alien with my wife around 3 years ago and she fell asleep after 15 min. I then stopped the movie and we never continued.

Gladiator gets my vote, it's a masterclass in acting, music, cinematography, editing, and direction. Crowe and Phoenix are superb, the action is razor-sharp, and it might just be Hans Zimmer's finest score which is saying a lot.

I also really love Alien and Thelma & Louise, and Black Hawk Down and The Martian are excellent as well.

My ignorant vote goes to gladiator, I say ignorant because I really haven't seen many of his films. But Gladiator was  such a great film that it is one of my all time favorites. One of the things I remember most about the film is it's music. It is amazing! It introduced me to Enya. Also I remember many quotes from  the movie, which means that I was paying attention.

Blade Runner. That and Alien have aged remarkably well.

I'll throw in the Directors cut of Kingdom of heaven. If it wasn't for the historical inaccuracies, it would be a 10/10 in my book.

Speaking of Ridley Scott; I'm currently watching Raised by Wolves on HBO. Only 3 episodes in, but I really like it so far.

I didn't (and won't) vote, because I saw Gladiator too long ago and I want to rewatch it. Also, because there are at least two other movies on that list (Thelma & Louise, Hannibal, maybe The Martian) that I wanna watch at some point. But, as for now, I'd say Blade Runner > Alien > American Gangster - which I also think deserves a mention.

[Edit]

Stupidly funny fact: I've just seen that I actually voted.

I highly recommend Thelma & Louise and The Martian, both awesome films. 

I've never actually seen American Gangster, maybe I should check it out.