We've done most of them and they're all super cool but Japan and Germany are probably our favs. They have some really neat effects. You don't actually get to choose which country to do. The CMs might give you a choice of 2 or 3 but you don't get to pick from all of them.
I chose France but that's because the penny gag is my favorite. There is no guarantee you get the penny though. I also find it to be the most compact of the games since France is relatively small.