Season 1. Dexter was still learning about himself and emotionally detached from everything. Deb was still on vice and wasn't messing up things. Rita was alive and Aster and Cody were on the show. Plus, I love the ice truck killer.
Season 4 was my favorite season so far. I really enjoyed John Lithgow (Sp?) as the Trinity killer. I think that the way that it ended was a huge surprise and had me on the edge of my seat. It was a thrilling season.