Okay, technically his first name was indeed George – as in George Michael Dolenz. I’m sure he was named after either the Wham! singer or the sports guy.
Mike!
I tried to love Davy, to fit in with my friends. But, how could I ignore Mike, when he spoke my language?
I hope Jethro wasn’t too upset, when I dumped his ass, for Mike.
Definitely Micky.
Bobkitty, that was in this episode – had the same reaction 
Being a hetero male, my favourite Monkee was the Monkeemobile. 
peter.
I’ve got the Rhino DVD boxes, and the last episode of the entire series, #58, from 3/25/68, is entitled “Mijacogeo - The Frodis Caper.” But of course, nobody outside their circle had any idea what it meant!
Speaking as someone whose walls were literally covered by pictures of the Monkees … I kept switching between which one I preferred! Now Mike being married meant (to me) that he was off-limits, so I wavered between Micky, Peter and Davy. Most of the time, though, it was Micky, who I remembered from “Circus Boy.” I had one wall for each of them, then the fourth wall was papered with pictures of the Monkees together. laughs Boy, did my parents have fun taking them down when they moved! I guess it was my good fortune to have been in the first semester of my freshman year at college then. 
I even went to one of their concerts - I think it was when they had started actually playing the instruments, etc. They were pretty good although there were so many teenage girls there hollaring and screaming, it was hard to actually hear the music.
A weird and funny picture:
Moving this from IMHO to Cafe Society.
Peter, mainly because I always thought he was the cutest.
Toss up between him and Davy, I think. Actually, both of them I think are a LOT better looking than they were 40 years ago.
I’ve always thought Peter was cute, personally.
(OK, not a lady, but, hey, my opinion counts. >_>)
Peter.
Davy was cute, but he was a shrimp.
The Monkees aged:
Mike (not sure of the date)
Peter (Sept 2004- that’s Barry Cowsill to Peter’s left)
Mickey (Jan 2005)
Davy (2004)
When I was young and watched Monkees reruns on Nick, I thought Davy was the hottest by far, but I also liked Peter and Mike. Looking at these pictures, I’d say Davy and Peter aged the best, especially Peter. He looks yummy in that picture.
I remember seeing Peter a few years ago, and was struck by how much he resembled Stephen Stills (of Crosby, Stills, Nash and occasionally Young). Which is kind of funny because according to Monkee lore, Stephen Stills tried out for the “Peter” part and didn’t get it (bad teeth, IIRC).
Thanks for the photo links, bienville!
Looking at them:
Mike could be almost anybody - an ordinary office guy, say - but still better-looking than most. Could be the tux that makes him look so Every Man-ish.
Peter looks like a geeky, kind of eccentric, but really rather sweet college professor. Or, come to that, an older rock musician. Those two categories of folks can look strangely alike.
Micky - well, damn. He looks like they took a photo of him from his days with The Monkees and put it in one of those computer aging programs they use on True Crime-type shows. Instantly recognizable.
Davy… looks like a creepy old English lounge singer. It’s gotta be the hair.
Oh, I used to have a SERIOUS thing for Peter when I was a teen. What a sweetheart!
Nowadays I might go for Micky. Sweet, funny, grounded. Mike seems too much of a boring stick-in-the-mud for me, and Davy never registered with me because he was the “pretty,” popular one.
Peter, Peter, Peter… 
At first, I loved Davy and wanted him to swoop down and ride away with me on a white horse. What would happen after that, I had no clue. Then somehow I lost interest in Davy and noticed…Micky. My Micky. Now and forever, Micky. He just seemed more real, more possible somehow. I’d still jump at a chance to meet him. I’d tell him he was the first person to give me that special feeling we don’t talk about. Yeah, he’s never heard **that ** before.