QfG4 and QfG2 are equal firsts for me. I played both of them with the disk version (gee, I still remember installing QfG2 off 3.5" floppies and flipping through the manual to find the map for Shapier).
Not sure why anyone wouldn't like Shapier - sure, it's not easy to find your way around without a map, but that's what the manual is there for.
I also grew up in Israel and visited Jerusalem, so the general feel of Shapier (especially the VGA version, which was much lighter and more airy) reminded me of Jerusalem - except, of course, that Jerusalem isn't so claustrophobic-feeling as the original QfG2.
Still - we meet Rakeesh and Uhura for the first time! The EOF! The Wizards' Institute of Technocery!
Sneaking around Shapeir and breaking into houses! Selling things to Dinarzad! And of course, the visions that Aziza shows you! When I saw those for the first time, I thought "Wow - those are some impressive graphics there!"
And who can forget Ad Avis and how menacing he was.
QfG4, for the same reason. Ad Avis as vampire (mwah hah hah).
Katrina's voice actor is top-notch - hell, all the voice-actors here are top notch. They're one reason why I still remember this game with fondness. Hans, Franz and Ivan foolin' around!
Baba Yaga and Bonehead! "Hut so true, glue his shoes!" Oh, and once you've seen Toby's sacrifice scene - who can forget it?
Visit beautiful Mordavia, a mixture of menace, suspicion, awesomeness, silliness, and pathos.
QfG1 is my second pick. A classic. I think it could benefit from being remade with voices, perhaps - a la Heroine's Quest?
QfG5 is my third pick - I love
the ancient Greek setting, the voice acting etc. Controls are... less than ideal. But still, a good game and a great way to bring the series to a close.
QfG3 is interesting. The city of Tarna is easy to get around, and the savannah is interesting to explore. I just wish there was more to do in this game. Plus, of course, there are the bugs... QfG4 was buggy, but was fixed. QfG3's bugs were never fixed.
That's why, reluctantly, I put it last.