I like just about every game in the series. The only exceptions are Curse of Darkness and Christopher Belmont's two Game Boy adventures. It's not that I don't like them, I just consider them to be very weak entries.
Yes, I do actually like Legacy of Darkness, but not the first N64 game. The controls are a little weird, but I don't mind it that much.
The Castlevania games I own are Castlevania: The Dracula X Chronicles (in which I have unlocked the original Rondo of Blood and the modified version of Symphony of the Night), Castlevania: Lords of Shadow for Xbox 360, Castlevania: Lords of Shadow- Mirror of Fate for the 3DS, Portrait of Ruin, Legends, Harmony of Dissonance, and Circle of the Moon.
I also have Castlevania: Bloodlines and the original NES trilogy on emulators.
In addition, I am interested in Order of Ecclesia and Lament of Innocence and I feel a little tempted to give the Sorrow games a try. The upcoming Lords of Shadow 2 also looks promising.