Probably KOF97,98,99,2002.
I play KOF97 for the story and endings (Also nostalgia, I was in Japan when it was released and seeing all the hype and advertising for it, was INSANE), 98 for practice and random select 1CC.
KOF99 when I feel like something different from the Orochi Saga entries, and 2002 for practice and random select 1CC when I've been playing too my KOF98.