Legacy, although oddly, it was the first one I played. I found it whilst rummaging through a friend's game stash, and now I've bought the entire series twice (once as CDs and once through GOG so I could still play them on newer machines without my having to DOSBox everything myself).
Arthur, of course, has ruined me for any other sidekick with the possible exception of Crow in the *first* Longest Journey game. I'm replaying from the beginning of the series and plan on choosing "verbose" for Arthur's comments when I get to Legacy. I think that's the one option I never chose in all the times I played it.
Granted, it's a close call between Legacy and Buried (gotta love those Monty Python references), and some of this may be that my heart is in mythology and religion more than it is in history. The dealmaker for me SPOILERS was the story of Siddha Biwawa in the Shangri-La section. I know the story is an archetype in Tibetan Buddhism, although I've never been able to find out if this specific character is a folk figure. But the beauty of the story and the fact that THIS IS THE SPOILER you have met him in-game and that he actually becomes part of your quest as his final step toward salvation---I'm a fantasy author, and if I could ever write something even half that beautiful, symmetrical, and poignant (I'm actually crying as I write this), then I feel I would finally be able to call myself an author.
That said, Journeyman was far ahead of its time considering the technology that was available 20 years ago. I know the first time I played it, I expected the usual interactive logic/inventory-based puzzles romp, but I was surprised at how many fun little arcade games it fit in---chasing robots and YKES playing Mastermind while you're on the clock. And on this run-through, I found another Siddha Biwawa moment---once the time rip hits and you learn one of Sinclair's aims was to disrupt the conference that would lead to world peace. We are so close to self-annihilation right now that even a game that holds open the door that would lead to a world in harmony with itself resonates---and makes it all the more horrifying when some idiot decides to sabotage it.