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I've played all the Heroes of Might and Magic games, including the first, second, sixth, and seventh, as well as Dark Messiah and a bit of the tenth RPG. My favorite is the fifth. The first one I played was the fourth.
I appreciated the second part quite a bit back in the day. I played the first one for general knowledge and out of curiosity. I think the seventh one had wasted (Ubisoft's fault) potential in what was otherwise a decent game. I generally like the sixth, but there's not much content in it. The third one is in passive waiting for the Factory (eternal, hehe), and the fourth one is in my heart from childhood, but I don't play it much anymore.