I am not going to say 1st movie, as it was obvious, although after rewatching the movie again after so many years, it is one of the worst movies I have ever seen.
I love a lot of the movies, but 3rd Gen seems to come out on top for me.
Lucario, Ash in the Manaphy movie, Latios, and Jirachi, although Jirachi's could have been a lot better.
Lucario, as it was the second real death in pokemon that was obvious and didn't return. Latios, similar to Lucario.
Ash in Manaphy movie. You could see the friendship and bond between May and Ash, even though it may not have be a lover's bond, it was still one of the strongest. Ash in 2000, again, you could see the bond between Misty and Ash, and if they hadn't removed Misty giving him CPR, I think it would have been a lot better.
Jirachi, honestly the song did it in this one. The song could have been so much better if they had actually song it though. I don't know why they missed the chance.