1. my current 2600K
2. my first more than-one-core-CPU, the Opteron 165
3. my first unlocked CPU, a mobile Barton Athlon XP-M
2600K takes first place, because while I enjoy overclocking, I don't do it for the sake of it as a hobby, I do it for performance, and thus the easier the better. Thus far the 2600K has been one of the easiest overclocking experiences I've ever had, and it nets me arguably the best performing CPU regardless of cost.
as fast as my runner ups were, and as great as they were value wise, they weren't the top dogs of their generations
Also had an E2140 which was fun to achieve a 100% overclock with, however its limited cache ultimately made it a relatively disappointing product (particularly when I had a 4+GHz E8400 and a Q9450 to compare it to) relative to the ones that made my top 3. The E8400 is still being used in an undervolted server capacity while I hate to bother with the E2140 at all, and given that the E8400 was also my first chip beyond 4GHz that would put that CPU above even the E2140.