The only coaster I have ever built from start to finish that was not only fun to build but I was actually satisfied with (at the time) was
Cataclysm. Years later in retrospect, there were so many things wrong with it that could have been done better, but just about everything about that coaster was fun to build... the height, the insane drop, the research that I got to do into how Intamin supports were shaped, they were all so much fun to integrate for the first time, and at the time I finally felt that I had done something remarkable.
Every other coaster that I have ever built, even at the time, I was either never completely satisfied with (Apocalypse, Hurricane, Letterbomb, The Rocket,) or got so sick of supporting and 3DS'ing that it turned into a chore instead of fun (Hydro Thunder, Meteora, and especially The Rockler 2 and Lava Blast.)
Hydro Thunder I definitely think was my best overall coaster, but it also definitely wasn't fun slogging through all of that supporting, terrain, and 3ds at the end. Plus the layout went through three major revisions, and I was almost ready to scrap it on multiple occasions due to things not working out. The only plus side is that it taught me a hell of a lot about shaping and how to use AHG. Cataclysm, though, it pretty much all just fell into place with almost no hassles whatsoever.
So yeah. I could probably write a 2-page rant on every single coaster I have ever made, listing things that didn't go right and things that I wish could have been done better, except for Cataclysm. So yeah.