Well, there are dozens of depictions out there, and dozens of actors, so I'll have to speak only in terms of the depictions I have actually seen.
I liked Robert Powell's depiction in
Jesus of Nazareth (1977); but he had the same problem that Max von Sydow had in
The Greatest Story Ever Told (1965): Jesus is just a little too somber and sober, kind of majestic, yes, but also too distant, like there wasn't much humanity to him. Out of those two, I liked Powell's depiction much better.
In
Jesus (1979), Brian Deacon did a credible job, but the whole film was a little too saccharin-y for my taste, just a little too goody-goody, a little too, I don't know, Sunday school-ish, I guess you'd say.
Jim Caviezel in
The Passion (2004) was absolutely magnificent; there can be no other description. I loved every minute of his performance, as well as the entire film.
And, although it may place me in the minority here, I think if I had to choose the one I like best, I'd have to say Jonathan Roumie in
The Chosen. I'm not saying anybody has to agree with me; but there are aspects of the series that have spoken to me in deep ways that no other depiction ever has before. Jesus is presented as not only God, but also as human, in ways that I don't think other filmmakers have ever explored before. Roumie is able to portray Jesus' compassion and kindness in his performance that nobody else has ever managed to achieve.
Just my humble opinion.