I have deliberated over this at length in the past, and I came to the conclusion that the first one is the best.
Unburdened by its sequels, it's one of the greatest and tightest horror movies ever made, the creature is as scary as it is grotesque, the cast are brilliant, the visual design, as one of the first space movies where everything was grungy and filthy and people were real people was fantastic.
The second film is also good, when you acknowledge its roots as a Vietnam movie, but the first pips it just.
Alien 3 was broken, it could have been really good if Fincher had been able to stick to his guns and the studio had been more hands off, but it wasn't.
Anyone who thinks there were more than three Alien movies is a liar and an idiot. You'll be telling me they made sequels to Highlander next.