I have three favorites.
The Empire Strikes Back
What I like about The Empire Strikes Back is the high quality of the script. The dialog is quite simply much, much better than the wooden lines George Lucas is capable of writing. Leigh Brackett did a good job writing the dialogue. I particularly liked the dialogue between Han and Leia. The two weren't lovers at that stage, yet. The way Han seduces her makes it obvious that the man has game. The part where Leia tells Han she loves her when Han is about to be frozen in carbonite and Han's reply "I know" is pretty solid. Han Solo is a bit of scoundrel and it would be quite out of character for him to start professing his love for Leia that soon into the storyline, even though he might actually have begun to fall in love with her at that point already.
What I also like about The Empire Strikes Back is how the realization that Luke is his son begins to soften Darth Vader. He force chokes Admiral Ozzel in the beginning and Captain Needa in the middle but lets Admiral Piett live in the end even when the Millenium Falcon manages to escape because he's shaken by his son's demonstration of his willingness to rather die than allow himself to turned to the Dark Side. That event is the beginning of the process of his returning to the light.
The Return of the Jedi
The Return of The Jedi contains the emotional climax of the story of Anakin Skywalker, whom the six film saga is really about. That he cannot bring himself to allow Luke to die in the hands of the Emperor allows him to break free from the grip of the Dark Side. It's the final straw. He will rather die. I think the story of Anakin and his family is so powerful because, on an emotional level, it is similar to the struggle of anyone who has a parent with any sort of substance addiction or who is abusive to a serious degree. In the story, the Emperor is not a fully fleshed out person because his role in the story is that of a pure antagonist representing evil. When Anakin is freed from the grip from the evil that prevents him from connecting with his family, it is like a parent who is an alcoholic or whatever-holic but who gets his/her addiction or other issues under control.
Rogue One
Rogue One puts the emphasis on the war in Star Wars. I like it that all the good guys die. Fighting a galactic empire is no picnic. I also loved seeing Death Star in action on several different occasions. The CGI is pretty solid in the battle near the gate to the atmosphere of whatever the name of the imperial datacenter planet was. I loved how the rebel ship rams into the disabled star destroyer pushing it against another one. What happens after that involves a lot of moving debris, bodies flying in space and all such cool stuff. The people who modeled and rendered that did a great job.
In the end, Darth Vader was bad ass and I enjoyed that. It was also fun seeing Vader chilling in his bacta tank. No wonder he was pissed off when the egomaniac of a leader of the Death Start project came to disturb his peaceful bath in the tank. :D