I havent played that much fighting games but these are my favorites. In order mine are
SF2:ST/Hdr - this game is one of my favorite games of all time, i love the simplicity of the game, low life/high damage, the mind games, zoning, speed this game has. i didnt even grow up in the era where this game was king and never experienced the true epicness of it
Capcom vs SNK 2 - This game is awesome, introduced me to many snk characters and the different modes are cool. i hope they make a remake of it on ps3 and include online play or something. that would be awesome.
sf4 - so far im liking it, i dont like it as much as sf2 though, its a little slow for my tastes and i think if the speed and damage was higher i would like it more
sf 3rd strike