Super Metroid. Easily.
Original Metroid, as most everyone has said here, is really hard to get into.
Metroid 2, while I never had the oppurtunity to play as much, was nothin remarkable, imo.
Metroid Fusion and Metroid Zero were both pretty fun, and together, they are my second place ties.
Nothing, however, compares to Super Metroid. Quite frankly, this is one of the first games that really gave me the open world feeling. The game was the first I played that really told a story with a very minimalistic approach. With the exception of the introduction, very little words were used, but so much emotion could be stirred up with through it's nonverbal story telling. The sacrifice at the end of the game is a solid testament to that claim.