Watch for bare headed portraits as Caesar. This one is year 5 so late as a Caesar coin goes. There are a lot of Moesian Provincials one assarion Caesar coins but most I see seem pretty ratty. Of course there are always the Imperials from the first period. I refuse to pass up the chance to post this sestertius. Perpetual Security advertises Septimius' belief that he was doing Rome a great favor having an heir and a spare. That did not work out so well.
My druthers are the Republic's Consuls from 506-90 BCE. Two shared power, and they were out in a year!
Like so many others, I cannot choose just one. I think my first favorite was Trajan. He issued many coins with connections to history. I show Trajan's column, still extant in Rome, with its reference to the Dacian wars, and a camel with its reference to Arabia and the end of the Nabataeans. Actually, I think a collection of coins of Augustus would be the most interesting, but early on I decided not to compete with 12-Caesars collectors. I loved coins of Constantine. Many of his coins are inexpensive (a plus from my point of view). His rise to power was complicated and the only period when rulers got the title FIL AVG. That much of his reign I tried to collect. http://esty.ancients.info/FILAVGG/ But his copper coinage is very extensive and otherwise I was happy to just have some representative pieces. I know others who are attempting completeness. Maximinus Thrax, the Giant, was the subject of a recent thread. https://www.cointalk.com/threads/ar-denarius-236ad-rome-mint.277746/ I didn't participate in it because I had already posted my site: http://esty.ancients.info/Maximinus/Maximinus.html I like him because his rise to power is interesting, his denarii are generally of very high quality, and there are not too many types. But, not far behind are Probus, with many interesting bust types, Caracalla, with Parthian victory types and, as others have noted, interesting portrait development, and Gallienus with the great "zoo" series and legionary types, and Septimius Severus and ... . Have I mentioned all the emperors yet?
I suppose we could do the opposite and tell who we consider least worth collecting but that would get ugly since I know we have people on both sides of that question, too.
I don't have a number one favourite for the Empire as a whole. On balance most were a decent lot. I will say that my favorite Principate era Emperors are the Divine Augutus and Trajan. While for the Dominant I would say It's a tie between Julian II, Valentinian I, and Magnus Maximus.