Daggerfall will always be my favorite game in the series, probably due to nostalgia. I loved the music in Daggerfall, it's funny how older games required actual composers to write out MIDI melodies so the music was actually a lot better than what we get nowadays.
I liked Morrowind, hated Oblivion but both games were sterilized and didn't have the same "soul" that Daggerfall had. There was some overtly sixual content in Daggerfall which made the world that much more real. Finding prosttutes in inns and being attacked by naked nymphs was a unique aspect that enhanced the Daggerfall experience. The sprites looked wicked, and there was a huge variety of clothes and appearances for your character.
From the beheading in the intro Skyrim brings back some of the gritty edge that Daggerfall had, although not entirely. I appreciate it because I had pretty much given up on Bethesda. But Skyrim has me hooked. It has a lot of the same enemies as in Daggerfall, and even similar-looking armor sets. It brings back the same style and darkness, which was missing from Morrowind and Oblivion. As an old-school Elder Scrolls player, I appreciate that.