From what I've asked around, it isn't the first theme that is the catchiest, it's whatever the first one YOU heard was. The current generation finds the new stuff a lot catchier. This troper, for instance, prefers the Season 6 theme to the others. Immensely.
The entire first season/second season soundtrack did it for this troper, but especially 'Viridian City' and 'What Kind of Pokemon Are You?' from the Pikachu's Jukebox.
Not technically a song, but..."Prepare for Trouble! Make it Double!"...
Though actually it did have that neat evil background music backing it up, and that helped it reach Earworm status.
Though it seems a musical version exists. "We can cause a riot in Sunday school (Ooh, a riot!) and we'll have you believin', truth can be decievin' - do unto others is our golden ruuule!"
Can't believe this was forgotten, but... OOOHH OH OH OH, OH-OH, I'm Unbeatable!
Pokémon - ADVANCED BATTLE!
And the Galactic Battles opening, Battle Cry ~Stand Up!~ The full version from Arceus and the Jewel of Life is one that will be stuck in your head for a while.
We Will Carry On, the English edition of The Greatest- Everyday! isn't as good as the latter, but is certainly still catchy, in a battle-chant kind of way.
Brother, my brother~.....this troper may not have seen Pokemon: The First Movie in a VERY LONG TIME, but she still gets this song stuck in her head sometimes.
Oh GOD are those Italian themes addictive! Probably one of the best examples is the one for the Johto season. (Gotta catch'em all)/You gotta catch'em aall! You gotta catch'em aall! You gotta catch'em all! ALWAYS POKÉMON!
[1] Even better than the version used for the theme tune in the main series!
No song in the series comes CLOSE to the amount of sheer rockitude and badassery of ((BROKEN))Pokemon Advance Adventure. Its so amazing, its one of the only songs 4Kids decided to keep from the original version.
It may not have been a part of the series proper, but I have had Don't Say You Love Me stuck in my head off and on for approximately seven years.