Kirby's Adventure is the only Kirby game that I've completed (98% save file). Kirby 64 is the only other one that I have actually had the chance to play, and I only really scratched the surface of that one. (I'm not counting the Smash bros. series).
So, that being said, all of my favorites are from playing against them in Kirby's Adventure. (Plus, Meta Knight is just awesome, period.)
1. Meta Knight
2. Mr. Shine and Mr. Bright
3. Nightmare