I'm partial to Red Alert 2, myself, although I do also love Tiberian Dawn and RA1.

I loves me some Tiberian Sun.

RA2.

I loved Boris from Yuri's revenge aswell.

Red Alert 2 will always hold a special place in my gaming history

RA1 and their expansions.
First introduced to C&C dawn on ... urm ... the SATURN !!
Got my first PC the same year (with RA1 / CCD and never looked back :p

tiberian sun and ra2/yr hold very special places in my gaming heart, could play either of them at any time for any amount of time

RA2 for sure 

Dont want to sound like a twat but really anything before EA bought Westwood. 
 
RA1 and C&C were the best I think.

I liked most of them, but I thought Generals was the highest point in the series.  Everything felt right, I loved some of the community maps, and it had some intense missions.

Red Alert 1 and 2, spent alot of time playing them and they are one of the main reasons I play RTS games.

To be perfectly honest, I've loved every single entry apart from the generals phase and RA3. 
 
Oh, and does Renegade count? Because I spent a silly amount of time playing its multiplayer.