Alien without a doubt. It is possibly one of THE best films ever made! As a piece of filmmaking and art, it is utterly fantastic.
The direction is sublime and the tension, acting and scripting is tight. A lot of people find it boring, but it's a wonderful piece of work and certainly Ridley Scott's finest hour.
Again, I would say Aliens is James Cameron's best film. Apart from the poor acting of "Newt", it's a fantastically made film, superbly scripted and stunningly put together.
Aliens cannot be compared to Alien. It's like asking which robot movie is better, AI or Terminator 2? They're very different films. Alien is a serial killer flick, Aliens is a war movie. As to which you think is best, it comes down to personal taste on the kind of film you enjoy more. I prefer a slower paced and "artier" work, so prefer Alien.
Alien 3 is massively under-rated because the competition it's up against is so high. A lot of people don't realise that it's David Fincher's first feature film, and from there he went on to make Seven, Fight Club and, erm, all the other really good films that he's made!
Alien 3 is actually very well directed and has a good pace, but it's badly scripted and was rushed. David Fincher was brought in at the last minute and the script was re-written just days before filming started. So considering everything that was against it, it's actually a very good film, just not quite the same caliber as the other two.
Let's all just pretend Ressurection and AVP don't exist? It's best for everyone as neither film has a single redeeming feature.