Connery has to be my favorite Bond. I think Dalton did a good job. Roger Moore was given too many witty comebacks and I honestly haven't seen enough of Brosnan as Bond (but plenty as Remington Steele).
For my favorite Bond film...I probably have to go with From Russia with Love or Goldfinger. Dr. No ranks up there too.
However, if I may add a 'favorite moment', it has to be when Rowan Atkinson is chasing Bond, yelling his name, in Never Say Never Again.