I think in order probably
1. C.v.S.2 (1 character could be used in so many different ways)
2. Alpha 3 (the artwork, the characters, the combo potential, the footsies, this was my game back in the day)
3. SSF4 AE 2012 (Combos, Footsies, and the Flashy Ultras SF4 has come along way through thick and thin and I love it for what it's become)
4. Virtua Fighter 4 Evolution (This game was ridiculous, if you wanted balance in a fighting game along with fun this was it. I cannot wait for them to release Final Showdown for VF5)
5. Tech Romancer (one of the oddest uniquest fighting games I've ever owned, at first glance you might think it's just a fun party fighter, but it secretly has a craaaazy amount of skill potential in it. Item cancel combos, stance cancels, amazing projectile battles, and overall minus the exception of one character the game in my opinion is pretty balanced.
Honorable mentions haha M.v.C.2 and Ultimate 3. Rival Schools/Project Justice. GGX2#Reload, BlazBlue. and SF3 third Strike of course.
I cannot wait for SFxT, and I'm loving SCV right now.