Hard question. I really recommend anyone, not just Rammstein fans, to see them live. Totally spectacular fireworks and coreography.
So, if I had to pick up a top 3 it'd be :
2) Mein Teil.
3) Du Riechst So Gut.
Now, somewhere there I'd have to fit Rein Raus, Spieluhr, Mann Gegen Mann, all Mutter album, etc.