Radiant Dawn for me. I like the length, the different chapters and the characters, abd what the hell, the game was fun and the music... Well, I only remember 3 tracks, but they were awesome. My English was not as good back then so I found quite tiresome having to read through that text and I skipped it. I am going to replay it, most probably.
I also like Shadow Dragon, but I can't say why. It was my first FE so it has a certain appeal.
Now I'm playing genealogy of Holy War. I am on chapter 2, but the game has left a tood impression on me. Love the huge, lengthy maps, and the feeling of an epic battke, and seizing castles, although I can see why some people might find the maps overwhelmingly big. And the story is interesting too, so that's a plus.