Connery had the right mix of humor/drama/action.  He knew when to turn up the heat, when to be serious, and when to charm with wit.  A modern-day Bogie.
Roger Moore was too stodgy.
Dalton...well...I never saw him playing Bond so I can't comment.
Brosnan is more....smarmy.  I can see him trying...Connery never had to "try"...he just...had it.