Thus, I enjoyed this chart from the Economist about the differences between the Bonds.
By themselves they're fairly fluff, watching them in order shows some interesting things about societal trends. Everything from the theme song, special effects and villians to the choice of Bond girl to the demeanor of Bond himself shows a lot about what the particular era valued. I'm sure there's been a PhD thesis written on this somewhere, it's really quite fascinating.
Sean Connery was my favorite Bond, though I did like On Her Majesties Secret Service more than most. Daniel Craig updated the series nicely for my generation, making it quite a bit darker than previous years.