Can the eye exist without the head, or the foot without the leg?
Can volume One exist without the rest?
Can there be a beginning, without an end?
What exactly does that look like?

No, I can't pick one of the books above the others.

I believe a certain improvement in writing skills is evident along the way, so there are perhaps 'specifics' within the whole one might select, saying the latter demonstrates a more mature presentation in one way or another.

But this is very different from 'a favorite book.' What is our basis? Story development, or character development, or drawing of scenery, or event inclusion, or any other individual facet one might use to set one thing above?

No, no. It both exists and survives as a whole for me, the books maturing right along with their contents.