I'm going to echo what everyone else has said here and say: yes, they're all important. They're really not interchangeable, and it's a little bit silly that they're all grouped together when they're all so different.
But if I had to pick one, I'd pick B12.
It's the most common B vitamin deficiency, due to a combination of convoluted absorption pathway and low concentration in most modern diets.
Many well-intentioned vegetarians, vegans, and others on restricted diets have ended up crashing due to the anemia caused by B12 deficiency, which can take years to show up but can be very serious once it appears.
Most of my patients end up supplementing B12 at some point or another (especially the ones who don't want to eat beef liver, the highest food source of B12!)