I would go by season, but I prefer this order since it's the production order.

01. Space Pilot 3000
02. Episode Two: The Series Has Landed
03. I, Roommate
04. Love's Labors Lost in Space
05. Fear of a Bot Planet
06. A Fishful of Dollars
07. My Three Suns
08. A Big Piece of Garbage
09. Hell is Other Robots
10. A Flight to Remember
11. Mars University
12. When Aliens Attack
13. Fry and the Slurm Factory

My favorite is a tie between "A Big Piece of Garbage" and "A Flight to Remember." However EVERY episode is pure classic.

My vote would have to go to Fry and the Slurm Factory but they are all classics as you said. I can't wait to own all the DVD's. I have all of them up to date so far.

Matt