I played Prophecies when it first came out. I ran 8 characters through it. I needed 2 accounts since there were no extra slots at the time. I thought the story line was great, and I was shocked when I learned how treacherous those White Mantle and the Vizier were. Prophecies was all about the journey and the story.
After a 5-year break, I returned and bought the other campaigns. Factions is also about the story and the journey, with some added distractions like, well, faction, more pvp, some titles, and a flood of useless skills. It feels small and claustrophobic to me. The story doesn't hold my interest. As for the journey, I couldn't wait for it to be over.
Nightfall has a great story and a satisfying journey through a beautifully-crafted world on a par with Prophecies or maybe slightly better. There is a lot of back-tracking, which I don't care for, but at least we have map travel. Other games might make you walk or take a boat to enhance "realism." If you played EverQuest, you know what I mean... the boat trip might take a half hour, and if you miss it you might wait a random time for the next one. What I like most about Nightfall is that you begin to have a connection with the heroes, as their personalities are revealed during the journey.
EOTN continues and strengthens the connection with your heroes, and even some of the other NPCs. The story (stories?) are good, and the journey through the landscapes is amazing and satisfying. I think the devs really hit their stride with EOTN and I hope it continues with GW2.
So what's my favorite campaign? Can I say all of it? If I have to rank them: EOTN > NF > Prophecies > Factions.
As for professions, I have had fun with all of them so far. I play my ranger the most. I haven't yet played assassin or dervish. I'm currently raising a paragon, which I'm starting to understand and enjoy.