I really loved the Case Blue "Convoy" mission:
It was challenging but not frustrating. Albeit I managed to complete it on general on the first try I was actually satisfied after the match, because my plan apparently worked out. The whole theme of "take those units and just do the best you can with them" is great, since it combines a lot of the aspects which make CoH2 (or CoH in general) so great.
And yet it provided a significantly different experience than multiplayer usually does (which in my opinion is an important trait for a good ToW mission).
And hey: Preparing ambushes, laying down mines, using your environment to your advantage and exploring the map for potential goodies is always fun isnt it?
This was definitely the best mission for me.
However: I prefer Coop in general and just because of that Assault on Voronezh is a close 2nd. A cooperative match in which every player has its own role and a completely different experience is just great.
I do not own Victory at Stalingrad, nor Southern Fronts though. The main reason for this is that I'd primarily spend the money for the cooperative experience and found the AI battles rather lacking so far.
Edit: The ToW missions should really be harder on the highest difficulty. Its probably really hard to make a mission hard enough to be challenging but not frustrating at the same time but I had the feeling that i was playing at a normal difficulty setting and not the hardest one most of the time.
Except for Schildkrötenberg. To this day I havent managed to beat that one on General
...Im such a noob