The best F-Zero stage is Port Town Aero Dive from Brawl.
Anyway, I vote Melee. Brawl would be top choice if they didn't make nearly every single hazard so ridiculously powerful and give too many of the more neutral stage(Castle Siege, Final Destination, Lylat Cruise) an annoying ledge that's very easy to get stuck under. Truly terrible design that.
They're on our left, they're on our right, they're in front of us, and they're behind us. They can't get away this time!