I liked Trial by Fire the best.
I actually played the game through SEVEN times in a row trying to get the Paladin ending. It turned out killing the griffin was what kept disqualifying me (I had no idea that was a factor, and in fact should not have been enough by itself to make me ineligible but there's a bug in the code). The seventh run through I finally let it live, and that awesome flaming sword was mine.
Best combat in the series too, IMHO.
The other games were all fantastic in their own way, there is so much awesome in QF4 but that has to be the buggiest piece of software I forced my way through. Neither the Windows 3.1 or DOS versions held together well enough for me to reliably complete it.
Anyway--yeah, absolutely fantastic classic series. Which reminds me, gotta play through the fan-made VGA remake of QFG2!