QFG1: The stats system is at its best in the first game, IMO. You start out weak and having to work at the stables for your money, and if you max your stats you end up with a powerful character that can easily take on anything in the game.
I also liked Mage's Maze.

Too bad there weren't multiple gameboards and such. And having a real thieve's guild was nice compared to what you get in 2-4, even if those have robberies too. Those three things are pretty all I think compare favorably to the other games.
Overall, I'd say my favorite aspect was the stat system. It gets watered down by importing in later games. (At least if you stat-max, which I can't help doing.

)
QFG2: The city of Shapeir just felt darn big. Nothing like 4-screen Spielburg. And while the time-triggered events are annoying if you're trying to build up stats, but they too give it a real immersion factor. If you just build up stats for days in the other games, nothing much tends to happen; one day seems like the next. but in QFG2, each game day is unique.
I also liked the plot with the elementals, etc. And the endgame was very good. I also liked the opportunities given to the various classes. WIT really feels like a major turning point for a magic user.
Overall, I'd say my favorite aspect was the city itself. There was never anything like it in the other games, even in QFG5.
QFG3: I like the plot and atmosphere. However, I thought the gameplay was weak in parts. It was very linear, and not just because of a timescale like QFG2. Sometimes I wondered if I was playing a game or watching an interactive movie.
That said, I enjoyed it. One of the best endgames, up there with 2 and 4. I also liked the battle with the shaman the wizard gets to do; there's not much opportunity for wizards to fight with other magic users, but occassionally there's something like that or the mage's maze, and it's always nice.
Overall, I think my favorite aspect was the plot/endgame.
QFG4: Great atmosphere and plot. The speech really adds to it if you have that version. The combat system is also fairly good; probably up there as the best. (Let's hope QFG2VGA surpasses it, though.

) The interface was nice too. The stat bars were good, and the double-click to repeat spells helped with wizard's magic practice.
Errors are incredibly aggravating, though. I'm going to play through the series again when QFG2VGA comes out, and I hope that fanpatch solves it.
Overall, my favorite aspect was simply the atmosphere itself; how it felt to play the game. (When it doesn't crash, that is.)
QFG5: Combat system was incredibly weak, being either way too hard (using the keyboard to attack) or way too easy (using the mouse to attack). However, the atmosphere was great, aided by the wonderful soundtrack. The plot was decent too.
Overall, I think my favorite aspect was the music.