The first thing I heard him sing was Dazed and Confused, though I don't know if that's my favorite or not--I'm in the "can't decide" camp, especially if you include post-Zep songs.
But I always find it a bit ironic from my perspective that GTBT has this position in Zep history, and was the first song they did at the O2, etc., yet I have to admit it's one of their songs/Robert's vocals that I find least interesting, I don't know why.