I liked them all to be honest. At this point I think you can play any of PES4, 5 or 6 and get the same sort of contrasting experience from the current gen games. Just such an absolute blast. You can instantly feel that bit of "clunk" with the very rigid directional control etc, but they're still so fun for what they are. We were seeing scrambles, crazy screamers and attacking football like you just don't see in the current games. Don't get me wrong, I love FIFA but even today PES6 is quite something. It's almost like a SEGA arcade classic equivalent for football games.
Daytona Evolution Rally Soccer.
Oh I wish they could re-release it. The zenith of football games.
Edit: PES5, that is.