I've seen them all except the first. My favorite would probably have to be Mini Me, just because he's so small and looks fun to kick around . As for the movie, I would have to say the second one is my favorite.
I have them all on DVD, Mick Myers is excellent in them! My favourite is 'The spy who shagged me' but they are all funny. Dr Evil is my favourite, he is a hillarious character with really good lines, but the funniest thing is the way he runs!
Goldmember's good, they're all pretty funny in a way. British humour's so amusing with the dramatising and all.