I liked Halo: Combat Evolved (1), it just had something about the game that made you want to play it over and over again.
I'd say Halo 2 is the least fun. Not that it isn't, but I just didn't like it as much as 1 or 3.
Halo 3 is fun, especially on Live, so if you don't have Live then it won't be as fun. Campaign is alright. Not as fun as 1 though.
These are just my opinions, yours will be different.