I haven't seen all of the movies, but among the ones I have seen...
Favorite: Spell of the Unown. In contrast to most of the other movies, where Ash and his friends get involved in the main conflict because they happened to be in the right place at the right time (or the wrong place at the wrong time, depending on how you look at it), Ash's involvement in this movie's conflict was actually personal: His mother was kidnapped by Entei.
Additionally, Molly is probably one of the most interesting villains in a Pokémon movie, because she is not actually that villainous. She is a little girl whose father's disappearance has left her all alone in the world, and she is so lonely that she believes a figment of her imagination is her real father. While her actions caused a lot of problems for everyone else, her actions were somewhat understandable.
Least Favorite: Hoopa and the Clash of Ages. I went into this movie unimpressed with the plot and already having a slightly sour opinion of it due to reviews I had read, but despite that, I tried to keep an open mind. I couldn't make it through the movie.