My personal favorite will be and probably always be Street Fighter Alpha 2. I mean I played one before that, Street Fighter 2 Championship Edition for Genesis but I wasn't all that great at, later on I got my ass handed to me by a friend on Alpha 2 and I had no idea there were any other SF games at that point, I was young and didn't have a clue so give me a break

Anyway I was hooked on the game even though I sucked at it, eventually I just bought it for the Saturn and played the hell out of it got good and beat my friend...those were the good days.
Other than that Street Fighter 3 Third Strike gets really close, that, Alpha 1 and SF3 Double Impact/Giant Attack get pretty close.