Pro Wrestling for the NES is my favorite all time pro wrestling game. I played it a ton as a kid. It's easy to learn and a lot of fun with its different characters. My favorite was Starman.
My second favorite is one I'm currently play, Total Extreme Wrestling 2013. I know a lot of dudes here prefer EWR because you get to use actual wrestlers but I like the made up world of TEW. My only criticism is that's it's impossible for a independent to get off it's feet on that game. It's strange too since it seemed like MAW was supposed to last awhile.
My third favorite goes to Smackdown vs. Raw 2007. I really enjoyed the early Smackdown vs. RAW games. I think the series got a lot less fun through the years. I think it's become like a sports games, which is not surprising since they come out with a game each year. I bought the last two WWE games and felt really disappointed with them. I feel like they got really lazy with the story modes.
My fourth favorite would have to be WCW/nWo Revenge. I played this game a ton back when it came out. It's still one of the best pro wrestling games ever.
I'd say my fifth favorite would be Smackdown vs. Raw 2006. That was the first one to have GM Mode and Southern Gentleman and I played that mode so many times when I got it.