Darkstalkers
Seriously, the Vampire Savior Japanese import on Saturn is my favorite fighting game ever.
But if we're talking an entire series, I would have to pick Tekken. For me, the Tekken series has had the most consistently fun games. Both Tekken Tags were great, and Tekken Bowling is one of the most addictive minigames I've played.
Naturally, I love me some SF2, and SF4 is alright (haven't played SF5 yet). However, SF1 is crap, and SF3 was far too technical for my taste.
MK is fun, but I've bever found it very deep. I love all the little things and unlockables they put in, but MK4 through MK Deception (?? the one before MKIX) were not that good.