There's something to be said for each one. In my opinion they've all held up remarkably well through the years.
Donikey Kong: simple platforming action but unexpectedly devious. Fireballs "sometimes" seem to have a mind of their own, the four screens each present unique challenges. How high can you go?
Donkey Kong Jr.: The jumping is still important but mastering the art of climibing with one or two hands is the key to the game. Again, different screens present different challenges. And Mario is the BAD guy!
Donkey Kong 3: Mario has been replaced by "Stanley", and the game itself is a significant departure from the first two. Still, I know people who find this one by far the best in the series because of its fast action. Not as diverse but certainly more frantic.