For second place, I'd choose _Beipiaosaurus inexpectus_ (which wasn't really all that unexpected). It's not just a feathered theropod -- it's a basal therizinosaur, and helped nail down their position as aberrant coelurosaurs (well, I have heard a couple of people opine that it's identification may be erroneous). Also, it's the biggest Mesozoic dinosaur known to have feathers!
Certainly Archaeopteryx is #1, but I am not so sure Caudipteryx does not edge out Sinosauropteryx and Bepiaosaurus for the very good reason that it clearly has feathers, while all we can say about the other two is that they have integumentary structures that we are presuming - without conclusive proof - to be feather analogues. The only reason I am slightly unsure of this is the insistence from the opponents of the dino-bird link that Caudipteryx is not a dinosaur but a secondarily flightless bird - despite its apparent similarity to oviraptorids.