I go all the way back to SF2 (V1 where you couldn't even pick the same character). From then to now, it's a pretty hard question, and would I answer the same way if I tried them all for the first time today? What's memorable and why is a little hard to remember. I know there were games I put a lot of time into but I'm not sure if it was because they were "fun" or if that's just what was out. And if it was fun, was it because I happened to actually have people to play at the time, or was it intrinsically so?
Sometimes fun for me involves some sort of feeling of satisfaction from how it plays. On that front, VF4 and 5 may be in the running for me. I had no idea how fighting games even worked, but it felt good. I fired it up and played for a few nights 6 months ago and started checking the frame data stuff that was in the final version. I don't think I even knew how good it could be.
When it's just about raw style, and going crazy, MKX really may have been the most objectively entertaining across the board. I immediately got sucked into it in a way I hadn't been by something in years, and It spectated well which exposed me to a lot of ideas about fighting games I never sorted out on my own.
Until I started watching streams I'd never heard of being plus, pushing buttons, or any of that talk. There is a lot I wouldn't even know if it wasn't for MKX and MKX streamers. Plus it had Cassie Cage who flips off her opponents, and punches people until their heads explode. She's one of my all time favorite characters, and listening to her smart off was definitely fun.
There is a good chance my final possible fav is just about it being my new hotness. I've played BB and GG, and they are super cool games with sexy sweet character designs, but I'm vibing with UNIST right now in a major way. I pretty much don't give a crap about anything else; not even the turtles. I think it is a lot of fun and just feels good and entertaining on a lot of levels.
Honorable mention would definitely be CVS2. The game with SNK grooves was something I was into. I don't know if I had as much "fun" with it as some others, but I'm a big fan of multiple jumps and dodges. I do like KOF a lot.
Powerstone was a lot of "just plain fun" but not quite the same kind of fighter we are probably talking about.