I would say New Vegas, but thats kind of cheating since Bethesda only published it, didnt make it.

As for Bethesda made games.. I really don't have a favorite, per se.. Previous games all scratch the same itch in their own unique ways, Depending on what you're wanting on your plate at the moment since they are all fairly decent at hitting good highs and lows with beautifully designed worlds that reward exploration. Even with the internet and wiki's listing out everything known, I still find things in TES/FO that I never knew about before.

They have that real great sense of wonder and splendor as you are wandering their worlds, dealing with interesting fights, etc.

Which is one of the many reasons why Starfield missed the mark. There is no sense of wonder or exploration beyond cutscenes like ship launches, which quickly lose their luster with repetition. With the previous games, You could wander from one major settlement, to another.. might be a 5 minute trip between the two points real time, but it takes hours to get there cause you keep discovering new points of interest, new locations, new random emergent interactions, and getting sidetracked by all of them and ending up looking at the clock and going "Holyshit its THIS late?! how did that happen?!", and the only time you'd hit a loading screen is when you entered/exited a dungeon.

In Starfield, you just.. get on your ship and jump from Point A to B, the only "exploration" being running from your ship across a mostly empty void to the quest marker. Yeah, you could poke around the map, if you are doing surveys or looking for PoIs, but theres such an astonishing lack of variety in the PoIs you quickly learn to recognize them from a distance, and know not to bother cause the 100th one you clear is exactly same as the first, with the only difference at all in the enemies that spawn in relation to your level, but still be very weak and easily die. Plus, theres so many loading screens to get anywhere that it is just jarring and, imho, really keeps you ripped out of being immersed in teh game.

And I want to be clear, This isnt comparing games with 5 years of patches and content additions to Day 1 Starfield. I've played most of Bethesdas modern games day 1, and I will absolutely admit that those games were buggy, crashtastic messes, While Starfield has been remarkable stable (only had like 5 crashes in 100+ hours of play, all on fast travel, which apparently was a bug that could be bypassed by disabling steam overlay).

I don't have any hate for Starfield, though. I'm just enormously disappointed that it doesnt even measure up to its predecessors, which did more with less, both computer hardware wise and design wise.