For me I'd have to give it to Bioshock 2. Unpopular Opinion I'm sure!
So I think a lot of peoples problem with the game is that they played Bioshock 1 first. And it mostly just felt like a reskinned version of the first game with a different character. But to me, it felt like a more refined version of the game. All the bioshocks have a theme around saving your daughter to some degree and I think Bioshock 2 was the most direct about it and it was just a solid, overall start to finish you kinda knew how it would end game.
You start as a deadman walking and finish it and your choice does matter at the end of it. Of course you can do that with either of the other two but to me, it was just the most direct in it's statement.
Also, just saying, drill dashing someone is fun as hell.