I like them all really, and I enjoyed Predator 2. It was different enough not to just be a cash in even though it slips up in a few places and is essentially Predator 1 in an urban setting.
Some thought has gone into it, it shows a little more of the Predator than the first film, it's an action film, Predator 1 imo is more like a thriller.
It wasn't thrown together with a piss poor cast of nobodies either you knew were gonna die...it has Danny Glover, and Bill Paxton.
Alien is great, I went to see it in the cinema when it was re-released and it's still one of the best films I've seen.
Aliens is good, but I'd like to see Colonial Marines looking more like the Marines from the literature (like Aliens Genocide), couple of silly things in it too (the oversized smart gun, slightly TOO macho 80's behaviour).
Alien 3 was good, even though again it was basically the same plot as the first film, told differently, in a different environment and it worked.