My order of preference is:
1. Secret, It was the first game I played on the first computer that was my own and it captured my imagination as a kid, so it holds a special place
2. Revenge, a very good game with an intricate storyline, very much like Secret, but extended with a more immersive "world"
3. Tales, This was a very good series, sticking to classic monkey island roots with a combination of simple puzzles and a few real tough ones and witty dialogue to go along with it. At the same time a few new types of puzzles thrown in for good measure
4. Curse, I never really got into curse. The artwork was quite nice but it took the "zanyness" of the characters to an extreme at times which spoiled it a little bit for me.
5. Escape, Never could get into that game to be honest. Played it from beginning to end, but it didn't really do anything to enhance the Monkey Island experience for me.
Overall I think that Secret and Revenge are realistically joint first. Tales is very close though and I'll probably play all the episodes back-to-back this weekend.