Order played:

Morrowind
Oblivion
Arena
Daggerfall
Skyrim

(MOADS for short)

Preference:
Morrowind
Skyrim/Daggerfall(I haven't made up my mind on skyrim yet, though I think it's better than obliv)
Oblivion
Arena

(Or Microsoft DOA for short. Or possibly Doctor SOA. Depends on how I feel about skyrim when I'm fully done with it.)

Purchased:

Oblivion
Skyrim (preorder)
Morrowind
Arena
Daggerfall

Playing:

Oblivion
Morrowind
Skyrim
Daggerfall
Arena

Purchase:

1. Morrowind
2. Oblivion
3. Daggerfall
4. Skyrim

Preference:

1. Oblivion
2. Morrowind
3. Skyrim
(can't comment on Daggerfall, it looked too old)

Order Played

1. Morrowind
2. Oblivion
3. Arena

Preference

1. Morrowind


2. Oblivion (Modded)
3. Arena

Order played
Morrowind
oblivion
daggerfall
arena

If we're assuming without mods:


Bought:
Oblivion
Morrowind
Skyrim

Prefer:
Skyrim
Morrowind
Oblvion

I don't honestly like Morrowind very much, but Vanilla Oblivion is just so broken as to be nearly unplayable due to the atrocious level scaling and the lack of magic keeping up with enemies.

With mods Oblivion would be me favorite right now, but nothing incredibly substantial is out for Skyrim yet. And I'm just not really a big fan of Morrowind. I didn't play it that much though, might give it another try.

I order mine based on the number of hours I spent in each game.

1. Daggerfall

2. Oblivion

3. Morrowind

4. Skyrim

Obviously, Skyrim just came out but I have already logged 100+ hours in the game easily, maybe even 200 hours and based on how little of the game I have actually explored so far, I can tell you with near certainty that it will eclipse them all in the coming years. Truly, one of the best games I have ever played on the PC platform.

Edit: I see that people are posting the order played, so I will post mine as well. I played all the game in the order in which they were released.

I played Morrowind first, then Oblivion, then Daggerfall, then Redguard, then Battlespire, then Skyrim.

My favorites:

1. Skyrim
1. Morrowind
2. Oblivion
3.Daggerfall
4. Redguard
5. Battlespire

Honestly, I just can't decide between Morrowind and Skyrim, and I think it's too soon to make a real decision anyway. Plus, the games are just too different and too similar to make a real comparison. I like them both for some different reasons and some of the same reasons, so it's just a complicated ranking. I can say the rest is accurate from there though. I also played a little of Arena, but I didn't include it because I only played through the starting dungeon and a little random wilderness before I stopped.

Order ive played in:
1.Morrowind,
2.Arena,
3.Oblivion,
4.Daggerfall,
5. Skyrim,

My favourite ones:
1.Morrowind
2.Skyrim
3.Daggerfall
4.Oblivion
5.Arena

Morrowind wins for best ES game so far for me. Though if i had the PC version of skyrim (with a pc to run it properly) id tweak it to be super badass and compete with morrowind.

Order Played
1. Morrowind
2. Oblivion
3. Daggerfall
4. Arena

Yet to buy Skyrim

Order of Preference
1. Morrowind
2. Daggerfall or Oblivion (can't decide which irritates me more)
3. Arena

Playing MW until I get Skyrim, no desire to play the others again