Same here. To be fair, as a game the 3rd one is better. However for me, the 1st one had all the reasons for which I started loving the game. Unlike most of the people, one of the reasons which made love Devil May Cry, wasn't the fast-paced awesome gameplay, as I'm not really such a good gamer to be able to enjoy it as much as other people. The reasons I got into the game were the characters, (Dante is the epitome of cool, Legendary Sparda being the master of epicness etc) the gothic/castle/dark atmosphere that you could feel while playing the game (dark places, lighting effects on the windows indicating that it's raining outside, creepy noises, the changes the castle went though after the half of the game etc), the music/ost which was a fusion between ambiend and fast paced trance/metal/rock like music throughout fighting or throughout cut-scenes and the story - which to my disappointing undergoes many changes every time a new game is out, and they are not all for the better but anyway.
That's why I prefer the 1st one. However I voted for both the 1st and the 3rd SE to be fair about the question since it asks about the "best game" not the "favorite game" .