For me, no one has ever come close to Connery as James Bond, but then, he's the one I grew up with, so of course I think he's the greatest. I have younger friends who think Roger Moore was the best Bond (I think he's the worst - by far), so there you go.
I think GOLDFINGER is the Tiffany of the Bond movies. It's got a slightly bigger budget than the first two Bonds so it's a bit more impressive production-wise. It has the best theme song, the best women, the best villains, the best story with lots of surprises.
As BK said, all the others afterwards tried to outdo it by being bigger, wider (Panavision), louder, more overstuffed, but none of the others have ever matched its appeal.
Of the other Bonds, I think Pierce Brosnan is the best, and I've enjoyed all four of his adventures even if they got worse in quality with each successive one. GOLDENEYE is my favorite Bond after the Connery ones.
I also liked both of the Bonds Timothy Dalton did and watch them fairly often, too.
The Roger Moore Bonds get the least play around my house, but I will occasionally put one on since I've seen them fewer times than the others and tend to forget what they're about.