I love all of them. As DraugUlfr said previously, it depends most of it on my mood.
Yet, my favourite might be Victory Songs. It's with this one I discovered Ensiferum, and after hearing them all, it's the one I think that is right between pure rough metal that was before in Ensiferum and Iron, and orchestrations that can be found in From Afar.
It's really funny anyway when we listen to every album, to see the evolution of Ensiferum's music. From almost pure metal, to From Afar with it's choir and orchestra. And yet, the music stays the same. It's always that crazy-badass spirit that is within each albums.
I've seen several posts on the net where From Afar was said to be something completely new and sometimes not very much appreciated because of its "melodic/orchestral" side. I don't understand why they didn't realize it was the "same" thing, same spirit, that could be found in the previous album. Stone Cold Metal and Iron really looks like each other, but in S.C.M, they just went full crazy with the banjo (which is by the way one of the most awesome moment of the album). And The Longest Journey is the same awesome/incredibly epic ending song like Victory song. Only this time, it was about another theme.
In the end, I just think that the musical differencies that can be detected between Ensiferum and From Afar (to take the most striking example) were there at first. They just got better and better ressources to exploit them through the previous years. It's why I'm really impatient to listen to Unsung Heroes.