I don't think I could say which one I've loved best. When I was really young my brothers and sister would all play the first one, playing the same saves sometimes. Then Civ 2 seemed like such a leap forward and maybe more addictive than the first one.
I liked 3 and 4 especially but still appreciated the changes they made in 5 with the hex grid and the single unit to a tile to the point where it might be my favourite of the lot but I won't forget the feeling of the playing the first two.