Extremely difficult question.
From a world-building perspective, Enel's has no equal. It's just a massive revelation in itself.
But then there are the super quirky side stories like Buggy's, Wapol's, Jango's or, specially, the super bonkers oddity that is Gedatsu's cover story.
Ace's cover story was also really entertaining. It's a shame we didn't get to see more of the dorky Ace and instead went full Angst mode for his last arc, and full Angry Bird for his flashback.
CP9 and BW cover stories were also pretty good, specially Baroque's, where characters that wouldn't find much time to shine in the main story, like Hina, get their badass mode on in here.
Strawhats separation was ok, but I could've done with an extra cover per member. Only 2 for each one felt a bit too scarce. Caribou's had some neat stuff, but was way too damned long for its own good. From the decks of the world was a little uneven, but overall nice, and proved that Oda is the master of details and paying attention to the small stuff most other authors forget about. Hatchan's I think is a bit all over the place, but it's good enough.
In the end, I guess I'll go with Gedatsu's cover story, for its sheer crazyness. Truly an ode to Oda's most strange creation, character wise.