I'd say LR1, because it's the most consistently fun. You can just open it, run a track. The physics are neat (who needs realism?) and it's just a good time.
My favorite game, conceptually, is LRR. It has some issues that make it a bit less amazing than it could be, but it is undoubtedly the most interesting game released by TLG, if you ask me.
Throw in LEGO Indiana Jones 2, because I friggin love that game. The open-worlds are simple enough that it's not running through seemingly endless hills (*cough*LoTR*cough*) or confusing corridors (*cough*Harry Potter*cough*) and it's just one of the better Tt games, if you ask me. Later games had dialogue, and the LEGO Batman 2 story was pretty fun, but LI2 has a lot of nostalgic appeal to me.
The LEGO Island series in general will always hold a special place in my heart that no other LEGO game will. There's so much nostalgia, the characters are great, the music is always superb, and there are so many fond memories associated with them. They're definitely not my favorite games, though, simply on the grounds that the gameplay is antiquated (LI) kinda weird (LI2) or awesome but with some buggy weirdness (IXS).