Morrowind's probably the strongest if you don't mind dated graphics and like very alien locales AND WILL MURDER ALL CLIFF RACERS. There are also a few hints of what was to come in Oblivion, so that's pretty neat. The expansions, though, are really great. Oblivion had some kind of weh DLCs, and Skyrim's first and second expansions look so underwhelming I think they gave me cancer. But Morrowind's? First class, all the way.
Oblivion's a lot more bland, Merry Olde England sort of thing, although there were certain improvements in how the game handles some things that make it more palatable than Morrowind. This is particularly the case with respect to combat, which in MW was purely about statistics (even if you visibly hit an enemy in MW, it doesn't count unless your skill roll behind the scenes says you hit). Archery is a lot more gooder too. Good choice if you have an older computer, since at this point it can still probably handle all the graphical dealies. Probably the most fun guild questline in any Elder Scrolls game, that for the Dark Brotherhood, is in this game.
Skyrim is probably the best if you want something actiony, since there was clearly a focus on making combat more visceral and cinematic. I feel like it has the weakest guild quest lines, but a lot more emergent stuff and more beautiful terrain to run around in. I've put in a lot of hours just fooling around in all the games, but I feel like Skyrim's been the most consistently attractive to me over time.