Timothy Dalton was terribly under-rated. He did a fantastic job, a lot closer to Daniel Craig's performance than Pierce Brosnan's, but he came after Roger Moore. The "campy Bond" crowd didn't react well, and he only lasted two films.
Connery is my favorite, however. Daniel Craig is a superb actor, and I'd like to see him continue to get used to the role, and he seems closer to the Bond of the novels than any other, even Connery.