I like Prophecies the most. Factions seemed like a more PvP Oriented Expansion (with Alliance Battles, Challenges etc.) and the storyline just kinda seemed bleh.
Nightfall would rank second because of the addition of heroes and using them in all the continents. Bit better storyline and the choices were fun.
Prophecies felt like a more well rounded game. It took time to develop your character and get your builds right. And after you beat Hell’s Precipice, you felt like you’d accomplished something. Be a level 20 in 3 days or less of game play is really unsatisfying.