Had to do MGS (someone had to) - because it's
already cool. It brought Mars back home after a long long break (apart from Pathfinder - not in the poll, but I know we're looking at stuff that's still working).
Odyssey is kind of a more precise follow-up to MGS (I know, I know - it has quite different and better instruments, buts that's not the point...)
As for on-the-way stuff, how can we tell?
Beagle 2 (separated from ME): I should have a knee-jerk reflex to vote for this, being British, but it was put together as a one-off in a ridiculously short length of time and on a tiny budget. I don't want to say it's cool or the coolest, because I'm biting my fingernails and I feel I'd jinx it. I do think it will thoroughly deserve a global round of applause if it works. (And it certainly looks cool.)
Mars Express: Pretty good. Not only the first Euro-Mars probe, but also the first good try at evolving a Euro-standard deep space bus. This is of some import, Rosetta has commonality and Europe now has a cheap spin-off mission in the form of Venus Express - and who knows what after? For these subdued reasons, Mars Express is definitely cool in a methodical European way.
MER-A, MER-B: What I find cool (and reassuring) about this pair is not just the advanced technology behind the rovers themselves, but the renewed committment to dual-redundancy (twin launches) that NASA/JPL employed in the Good Old Days. The approach worked. In the cases of Mariners 1/2, 3/4 8/9 (6/7 both got through) one of the spacecraft got there, one didn't, and that turned out to be enough. And if both the craft get through - you've got double the data. Win-win. Oh, and those rovers seriously are cool, true (Sorry, I just have a long-term focus
).
Nozomi: Tenacity. That spacecraft is battered and limping, but they're going to make sure it gets there. That has to be cool in its way - to steer a rather unglamorous spacecraft, mainly designed to study the Martian atmosphere (not search for life like Beagle, motor around the surface doing geology like the MERs - or even use ground-penetrating radar like Mars Express) right to the end, knowing it's probably going to be upstaged by all the other probes anyway. So let's hear it for Nozomi, too.
They're all cool.