Written by Jimi? Little Wing. But my favorite performance of Little Wing is Sting's.
Fire is a close second, and that of course is as performed by Jimi. Just listen to the drums. Then there's Angel, but someone else's cover again gets the best performance - Fiona Apple's.
I only found out a few years ago that All Along the Watchtower was written by Dylan. But Dylan can't sing his own songs so I like Jimi's better. And The Wind Cries Mary is lovely too. And then that treble continuo on Are You Experienced is mesmerizing.