As far as I remember, only Mass Effect 2 had loyalty missions. I mean, sure, you could help Wrex find his family armor, or you could locate Dr. Heart for Garrus in the first game. You could also choose to assist Tali on her pilgrimage by providing her geth data to send back to the quarian fleet. But none of these actually had any result on who lived or died like it did in ME2, and thank god developers kept loyalty missions out of ME3*. That game was already packed to the gills with stuff to do.

But anyway, out of all of the loyalty missions in ME2, my favorite was probably Mordin’s. It has a perfect mix of action, research, character development, and storytelling. As the layers of the mystery surrounding Maelon’s disappearance and “capture” by the krogan clan Weyrloc are slowly peeled away, we start to see a different side of Mordin: caring, spiritual, and remorseful in regards to his involvement with the genophage, even if he isn’t ready to admit it just yet. One of my favorite scenes is when he and Shep discover the body of a deceased female krogan and Mordin says what amounts to a prayer for her soul; as he stares at her corpse, he starts to realize the repercussions of his work. His actions in ME3 are a great extension of what happens in his quest – he’s able to start making up for it by tipping off Wrex (or the other krogan if Wrex is dead) and he wants to make life better for the krogan.
Dealing with Maelon presented an ethical dilemma for me, considering the choice given to me on the Collector base at the end of the game: do you keep the data from such horrific events, or do you deem it too tainted to be useful? Only one of my playthroughs ended with the Collector base intact, but I was surprised at Mordin’s reaction when I talked with him after the mission: he completely disapproved of my actions, even though we’d done the very same thing with Maelon’s data. Perhaps the writers meant to convey that Mordin didn’t trust the Illusive Man (a well-founded distrust, of course), but it seemed inconsistent with his character.
Of course, Mordin does happen to be one of my favorites of the whole Mass Effect series. His character arc, from his first appearance to his last, is one of the more well-developed ones, connected to the larger story through that of the krogan, and it began right here, shooting our way through the cavernous abandoned hospital on Tuchanka.
Runners-Up: Garrus and Legion.
* For the most part, they did, I guess. If you didn’t do certain things, like warn Miranda about Kai Leng, some characters might not make it to the end.