I think I have a handful of favorite Pokémon games, sometimes I feel that I can't pick only one of them.
I personally liked Emerald for being the definitive version of Ruby and Sapphire. Why, it even have Team Aqua and Team Magma plotting something and clashes at the same time!
I also liked Platinum for being under the same vein as Emerald, as being the perfect version of Diamond and Pearl, and it was the first DS Pokémon game that I ever played, not counting spin-offs. I was fascinated by tons of features it has, like Pokétch, Ball Capsules, having a definitive plot lines, and I could even have my very own villa! Besides of that, Distortion World looks pretty cool and unusual at the same time.
And last but not least, I have Pokémon Mystery Dungeon: Gates To Infinity as one of my favorites. It also being the first PMD game that I ever beaten at time I'm writing this, which makes it special. It has pretty good story, and having some good features like leveling up moves, among others.
Notable mentions: Pokémon Alpha Sapphire, Pokémon Black 2, Pokémon Pinball Ruby & Sapphire, Pokémon Ranger Guardian Signs, Pokémon Special Pikachu/Yellow, Pokémon Super Mystery Dungeon, and Pokémon White.