Close call for me as I like both Daniel Craig and Sean Connery a bunch. I didn't mind Roger Moore, but thought most of his Bond movies were too far-fetched. Brosnan and Dalton were OK, too. Lazenby was a joke as Bond, but the movie itself was one of the better ones.
I'd probably go with Connery just because he set the standard, but my favorite Bond movie of all time is definitely Casino Royale.
Two tidbits you may or may not find interesting. Sean Connery was a milkman in Edinburgh, Scotland before he made it as an actor and actually carried milk to some of my wife's family back in the day. Also, when we were in London last January, they were filming 'Skyfall' just around the corner from our hotel. Unfortunately, we didn't realize what was going on until our last afternoon there and missed seeing anyone of note. Still cool to see the building in the film though (The one with the columns).