I'd have to say Shadow of Chernobyl, because that's the only one that I've played. I'd definitely like to try the others someday, because it had such a great sense of exploration and discovery; one of my most memorable experiences with it was wandering out into the middle of an open field at night during a heavy downpour, and getting torn apart by a pack of... SOMETHING; I never did figure out what they were. So many games want to explain everything down to the minutest detail, and that's fine, but every once in a while, it's nice to encounter something that remains mysterious like that.