Super Metroid by far. It was actually the first video game I ever played, so there's a lot of nostalgia for me, but other than that I consider it a perfect game. What I mean by that is... well, every aspect of the game went together so well. The graphics, the music, the gameplay, the difficulty, the design, the story... everything flowed together flawlessly. Of course some people are going to prefer other games, but Super Metroid is timeless, IMO. Everything about it is still good.
Among the Prime games, I'd say my favorite is the first. I didn't think Prime 2 measured up, not at all, and I haven't played enough of Prime 3 yet to really say for sure.