My first Pokémon Mystery Duegoun Game was Blue. I was a Charmander with a Squirtle Partner. I played the crap out of it, beat the game, completed the post-game, got up to lvl 100 for my character, became Lucario Ranked, and loved the story. I first got it because my cousin had a Gameboy Advanced (I don't know the name for the flip one) and Pokémon Rescue Team Red. I got to play it, and I wanted it. I got it for either my birthday or Christmas, and I've played it and loved it. Though, now, I don't know where my cartridge of Blue Rescue Team is, but I know it's somewhere around my house.
I loved Sky. I liked it more than Super and Gates too. Despite it being for the 3DS as opposed to the 3DS, it had a certain charm. I loved the music, the sprites were pretty cute, and the selection of Pokémon was great! Loved playing as Eevee and Vulpix. And the story really got me in that soft spot. The end and everything else... really the tops.
Definitely Sky, I played that game all day and all night for the longest time. I just the story line and gameplay was amazing. (Maybe because I just favor Gen 4, I don't know.) I like Super mystery dungeon too, but I'm not to crazy over it. I'm not to fond over them Switching who is in charge of managing exploration teams either. Like come on, we went from a organization of strong Pokémon you never really saw to HAPPI (Hope I spelled that right.) and a small society of Pokémon. The rescue team games weren't to bad either, I'd have to give them a well earned second.
PMD2 Darkness. I've never played PMD2 Sky, and honestly I see little reason to playing it. But PMD2 overall had an amazing storyline, and once it got going, it got GOING. PMD3 is a close second, because despite not having as good of a story, it was still good. Plus the systems overall hadn't changed much, and I liked Paradise. That leaves PMD1 (for overall clunkiness of its systems) and PSMD (for unfair leveling system) being at the bottom.