I really liked Emma Frost's, where she developed her powers while in school and met Astrid Bloom and came into her own quite smoothly. Really gave an insight as to how ****ed up her family was/is.
The recent retcon to gaining her powers while failing at being a stripper at the Hellfire Club was a crime against the character.
Buuut my real favorite origin is probably the Shade.
Hawk eye and blackknight (the medieval, master of evil leading up to Dane Whitman who was a member of the avengers) are cool origin stories that there aren't many duplicates of. The more duplicate origin stories (or overly identical if you rather) the more it sort of takes away from the original for me. Just a tad anyway.