Gen 1- I have a hard time deciding, but Eevee and Mewtwo were pretty good friends of mine. :)
(Squirtle and Bulbasaur were awesome too, but we can't pick starters..)
Gen 4- Shinx (any of it's evo line are awesome, also one of the first that I caught after a long time away from the franchise [outside of like the SSB games and such anyway]) and Spiritomb (I really like its design. It's extremely weird looking and hard to hit. It's awesome)
I don't know if I can have an opinion about Gen 2, since I am playing the remade version (HGSS are Gen 2 remakes, correct?)