I like TD the best, followed by TW. I still think TD has the best singleplayer campaign (especially the puzzle-like limited force missions) and the most realistic and believable story. It also has the best Kane by some distance.
TW also brought many good ideas to the C&C gameplay and universe, and generally felt very polished and feature-packed.
I actually spent more time with RA1 than any of the others, as it had great mod capabilities for its time. The singleplayer missions were very good too, but looking back at it now, the unit and side balance in the base game was quite poor.
TibWars/Kane's Wrath was C&C perfected to me. KW I liked a little bit better simply because of the different factions, but as a whole it's incredibly well made.
KW's campaign and sides/units were good, but it had some major bugs and balance problems in skirmish and multiplayer that weren't in TW.